ECG 590I -
Asset Pricing
Notes on Ordinary Differential
and Difference Equations
These notes are supplementary; read
them if you need to review or learn the basics of ordinary differential
equations (ODEs). I wrote them for other purposes, so they cover
both differential equations (continuous time) and difference equations
(discrete time), even though we will not use the latter in this course,
and they do not cover partial differential equations (PDEs), even
though we will use those. The notes give a fairly complete
introduction to ODEs. Once you understand ODEs, the intuition of
PDEs is straightforward.
Go to John Seater's Home Page.