Source

is-solver /

Filename Size Date modified Message
Eigen
awslauncher
bench
blas
cmake
compstatic_base
cstools
data
debug
demos
doc
failtest
impulser
indep_sim
lapack
minimalEigenExample
optim_test
partial_derivative
scatters
scripts
siman_solve
smm
test
test_csv_parse
unsupported
webface
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50.3 KB
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68.9 KB
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is-solver

This is the readme for is-solver, a dynamic program solver which solves a my particular dynamic program. Particularly, it solves my capital structure model with permanent and transitory shocks.

Note

See my website, <www.econsteve.com>;, for more documentation.

Theory

The theory of this is mainly inspired by several papers.

  1. DeAngelo, DeAngelo, and Whited 2011 - this describes the adjustment-cost based models of capital structure
  2. Strebulaev and Gorbenko 2011 - this describes permanent and transitory shocks in a different sort of capital structure model

Code

The code for this project is mainly based on the solve*.cpp files. The project depends on Eigen.