ECON 213ADynamic and Continuous-Time Methods
Economics · 4 units · Graduate courses (200-299)
Introduction to continuous-time and dynamic optimization methods for economists and those in neighboring fields. While continuous-time modeling and the tools of stochastic calculus have a long tradition in finance (e.g., Black-Scholes option pricing), in recent years they have received renewed interest and paved the way for important applications across many fields of economics (e.g., contract theory, macro, corporate finance, game theory, and information economics). In large part, this is because continuous-time models can be much more tractable than their discrete-time counterparts. Survey of basic tools of stochastic calculus and dynamic optimization. Sampling of several prominent, and sometimes very recent, economic applications of these tools with topic coverage tailored to student and instructor interest.
S/U or letter grading.
When it runs
- Spring 2026
- Spring 2027
Scheduled, not typical — from UCLA’s Schedule of Classes, which publishes Fall 2025 through Spring 2027 and nothing before it.
Requisites
Official UCLA wording
Requisites: courses 201A, 201B, 201C, or equivalents.
Requires
Everything that has to come before this course, not just the courses named in the requisite above.
ECON 213A
- ECON 201AMicroeconomics: Theory of Firm and Consumer
- ECON 201BMicroeconomics: Basic Concepts and Techniques of Noncooperative Game Theory and Information Economics
- ECON 201CMicroeconomics: Game Theory with Asymmetric Information and Applications
3 direct requisites. The whole upstream is here — 3 courses over 1 level. Every course here opens its own tree.
Unlocks
What this course is a requisite for, and what those courses lead to in turn.
No course in the catalog lists this as a requisite.