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Xiaojie Liu's Projects

cps_microdata icon cps_microdata

Work with Current Population Survey (basic monthly files) microdata.

heston icon heston

Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-Scholes-Merton option pricing and implied volatility estimation. No Financial Toolbox required.

introprog2018 icon introprog2018

Course taught in the MSc in Economics first year, Sciences Po, Spring 2018.

macrotransfer icon macrotransfer

Code for my Master's thesis: "Intergenerational transfers without commitment: a macroeconomic framework"

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