The objective of this course is to teach computational methods for solving heterogeneous-agent models in macro, labor, IO, trade, and other fields. The methods we will cover in this class will not only allow you to solve the most advanced, state-of-the-art quantitative models used in economics today but also allow you to do so efficiently and accurately. We will learn different methods that differ in their speed and accuracy, as well as their suitability for parallelization. Students will be asked to implement each method learnt on the computer.