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Economics
Specialized Areas and Emerging Topics
Computational Economics
1. Introduction to Computational Economics
2. Mathematical Foundations
3. Programming Fundamentals
4. Numerical Methods
5. Simulation Methods
6. Agent-Based Modeling
7. Machine Learning in Economics
8. Macroeconomic Applications
9. Microeconomic Applications
10. Financial Economics Applications
11. Industrial Organization Applications
12. Labor Economics Applications
13. Advanced Computational Topics
10.
Financial Economics Applications
10.1.
Asset Pricing Models
10.1.1.
Present Value Models
10.1.1.1.
Dividend Discount Models
10.1.1.2.
Earnings Models
10.1.2.
Factor Models
10.1.2.1.
CAPM
10.1.2.2.
Fama-French Models
10.1.2.3.
Arbitrage Pricing Theory
10.1.3.
Stochastic Discount Factor Models
10.1.3.1.
Consumption-Based Models
10.1.3.2.
Production-Based Models
10.2.
Derivatives Pricing
10.2.1.
Option Pricing Models
10.2.1.1.
Black-Scholes Model
10.2.1.2.
Binomial Trees
10.2.1.3.
Monte Carlo Methods
10.2.2.
Interest Rate Models
10.2.2.1.
Vasicek Model
10.2.2.2.
Cox-Ingersoll-Ross Model
10.2.2.3.
Heath-Jarrow-Morton Framework
10.2.3.
Credit Risk Models
10.2.3.1.
Structural Models
10.2.3.2.
Reduced-Form Models
10.2.3.3.
Credit Default Swaps
10.3.
Portfolio Optimization
10.3.1.
Mean-Variance Optimization
10.3.1.1.
Efficient Frontier
10.3.1.2.
Capital Allocation Line
10.3.1.3.
Sharpe Ratio Maximization
10.3.2.
Risk Management
10.3.2.1.
Value at Risk
10.3.2.2.
Expected Shortfall
10.3.2.3.
Stress Testing
10.3.3.
Dynamic Portfolio Choice
10.3.3.1.
Merton's Problem
10.3.3.2.
Life-Cycle Portfolio Choice
10.3.3.3.
Behavioral Factors
10.4.
Market Microstructure
10.4.1.
Order Book Modeling
10.4.1.1.
Limit Order Books
10.4.1.2.
Market Making
10.4.1.3.
Price Discovery
10.4.2.
High-Frequency Trading
10.4.2.1.
Algorithmic Trading Strategies
10.4.2.2.
Market Impact Models
10.4.2.3.
Latency and Speed
10.4.3.
Market Quality Measures
10.4.3.1.
Bid-Ask Spreads
10.4.3.2.
Market Depth
10.4.3.3.
Price Efficiency
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9. Microeconomic Applications
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11. Industrial Organization Applications