Mathematical Methods for Economics and Finance 2017-2018


(24) Office hours: Thursday, February 8, h. 12.30-13.30 (Antonio Veredice). It will be possible to see the written exams.

(23) Results of the written test of January 22,2018

esiti_ENG_220118 – Foglio1

(22) Solutions of the written test of January 22, 2018

exam 22 gen 18SOL



(21)  The procedure for the registration of the exam of MATLAB has been modified. Now the final grade “Idoneo” (Exam passed) will be registered to all the students that passed the test and are booked through the official exam registration platform.

The next text is going to be done on January 26th, h 9:00, room 306.
Students with specific needs may eventually start the test late, but not after h 11:00. Whatever the case, all the tests have to be finished before h 12:00.
(20) Office hours: Thursday, January 18, h. 12.00-14.00 (Antonio Veredice). It will be possible to see the written exams.


(19) Office hours: Thursday, December 21, h. 12.30-14.30 (Antonio Veredice). It will be possible to see the written exams.

This will be possible also Tuesday, December 19 writing an email to


(18) Results of the written test of December, 11, 2017

NEW Risultati esami 11-12-17ENG

and solutions (Second Part A is missing: here it comes! SoluzioneENGesame11dic17AV)


(17) Thursday, December 14 the exams will take place as follows (the results of the written will be provided here by Wednesday, December 13, evening):

  • Thursday, December 14, h 9-10: Dr. Lucrezia Cossetti and Vanessa Raso will be available to set the schedule of the oral exams (and registrations). All interested students should either come or delegate someone.
  • The oral exams will take place Thursday 14, h 18-21 and, if needed, Friday 15. h. 9-12.
  • For the interested students we recall that the Matlab exams will take place Thursday 14, h. 9-14.30.
  • The students who want to see their written test but do not want to register or to take the oral exam are invited to come next week at the office hours which will be published on this site in the next days.

(16) Office hours: Lucrezia Cossetti, 7 December, h. 18:30-19:30

(15) Now you find the final program of the course and the corrected slides of the second part.

(14) Office hours week 3-10 December:

Antonmio Veredice, Thursday, 7 December, h. 12-14.

(13) At the Section F1 you can find the revised slides of the first part. You can also find (Section D) the final detailed program of the first part.



Next two weeks there will be three (3) additional TA sessions:

Monday, November 20, h.18-20,  aula A406

Monday, November 27, h.18-20,  aula AT02

Friday, December 1, h.15-18,  aula A202.

Please come!!!!


(11) URGENT!

Tomorrow, Thursday November 9 there will be an additional lecture by prof Fausto Gozzi in the early morning from 8.30 to 9.45 in Aula Polivalente and from 10 to 11 in Aula 406. After it ther will be the usual lecture from 11 to 13 in Aula 308 a-b (Aula Blu). Long and interesting morning!

We will use the last pages (58-63) of the slides of week 7, all the slides of week 8 and, possibly the first pages of the slides of week 9 which you can find below, Section (G1).

(10) The office hours of Tuesday, November 7, h. 19-20,

is moved to

Wednesday, November 8, h19-20.

(9) The next lessons of MATLAB are scheduled as follows (room 306):

Nov. 10th, h 9-11; Nov. 10th, h 15:30-17:30; Nov. 17th, h 9-11; Nov. 24th, h 9-11; Nov. 24th, h 15:30-17:30

(8) Recall that this week the TA session of Tuesday 31 will take place as usual. Please come!

(7) Recall that this week the lecture of Wednesday 25/10 is moved from the afternoon to the morning with the following time table:

8.30-10.45, room A203 (Aula Toti)

11.15-12, room A308a (Aula Blu)

Please come  and bring the slides of the second part which you can find in thi site, Section (G1).

(6) Wednesday 17 and Thursday 18 bring at the lectures a printed copy of the file


which you find below in Section (F1).

(5) CHANGE BACK On Fridays, the lesson in EN language will be given from 9:00 till 11:00 . The lessons in IT language will be given from 11:15 till 13:15.

(4) The course of MATLAB is going to start on Friday September 22nd, 2017 (room 306). The lessons in EN language will be given since 9:00 till 11:00. The lessons in IT language will be given since 11:15 till 13:15.

(3) All students are invited to do the self evaluation tests given in the webpage of the precourse “Mathematics”:

In case of problems students are suggested to briefly discuss the results with the teacher and/or go to the tutoring/academic-gym.


(2) Students are suggested to bring at the first lecture a printed version of the file


which can be found at the point (F1) below. Do the same at every lecture, downloading and printing the corresponding file.


(1) The course starts Tuesday, September 12, h. 14.15-17, Room 303 (viale Romania) with a TA session on “Complex Numbers”. Prof. Gozzi will briefly present the course and the TA Lucrezia Cossetti who will lead the session.



In this page you can find, beyond all up-to-date news about the course, the following material.

(A) Teachers and time table

(B) Office hours

(C) Textbooks

(D) Preliminary program and effective one

(E) Exam rules

(F) The material for the first part of the course

(G) The material for the second part of the course

(H) The material for the Matlab course


(A) Teachers and time table.

Teacher: prof. Fausto Gozzi; Assistants: dr. Lucrezia Cossetti and dr. Antonio Veredice; Matlab lectures: dr Roeland De Koek.

The course starts Tuesday, September 12 and ends Friday, December 2 with the following schedule:

Tuesday 14.15 – 17, Room A303, EXERCISES;

Wednesday 16 – 19 Room A204, LECTURE;

Thursday 11 – 13 Room A308, LECTURE;

Friday 9 – 11, Room INFO A306, MATLAB LECTURE;

Students which have problems in following the course may take advantage of the so-called “academic gym”

and of the tutoring

Indeed, in the “academic gym”, 1 hour per week (see the time table on the site) will be devoted to exercises related to this course.

Moreover, within the tutoring it will be possible ask for clarifications on the prerequisites of the course which are not treated at the lectures and at the TA sessions.

(B) Office hours.

Fausto Gozzi: Tuesday 19-20 till December 3 (Office at fifth floor). Moreover after the lectures or by appointment (to agree personally or by email at fgozzi at luiss dot it).

Lucrezia Cossetti and Antonio Veredice: after the lectures, or by appointment (to agree personally or by email at cossetti at mat dot uniroma1 dot it or  a_veredice at yahoo dot it).

Dr. Roeland De Koek: after the lectures, or by appointment (to agree personally or by email at roeland_de_kok at hotmail dot com).

(C) Textbooks

Main textbooks
Authors: Simon, Blume,
Title: Mathematics for economists
Editor: Norton

Autori: C. Pocci, G. Rotundo, R. de Kok
MATLAB for economics ans financial applications.
Maggioli Editore, 2016.

Other textbooks

Authors: Lawrence E. Spence, Arnold J. Insel, Stephen H. Friedberg Title: Elementary Linear Algebra
Editor: Pearson Education

Author: James Stewart
Title: Calculus (International Metric Edition)
Editor: Brooks/Cole; International Edition

Author: Michael C. Delfour
Title: Introduction to Optimization and Differential Calculus
Editor: SIAM

(D) Preliminary program and effective one

Here is the line to the preliminary program published on the Luiss site:

Final program of the same course of last year


Here is the program effectively taught with reference to the textbook and other didactic material (updated almost every week).






It is fundamental to recall that the program taught or summarized at the precourse will not be repeated during the course. Such program will be part of the basic knowledge needed to understand the course. People who did not follow the precourse is invited to study carefully (solving the exercises) the material found at the precourse site.

(E) Exams rules

The exam  is written and oral.

The part of the exam concerning MATLAB is compulsory and is only oral.

There will be no mid term exam.

Written test: the time available is 3 hours. the written test is divided in 2 parts (approximately 20 points each). The test is sufficient if in each part the grade is at least 7.5 and if the sum is at least 18.

If the sum is at least 18 (with each part at least 7.5) then, at the time of the oral exam the student can choose one of the following two options: either to register the grade without the oral exam (if the professor agrees) or to make the oral exam. If the student wants to register then she/he can register the minimum between its grade and 25. If she/he wants to get more than 25 she/he must take the oral exam. It is possible that the final grade after the oral exam be lower than the grade of the written test.

Important note. The choice to register the grade without taking the oral exam must be validated by the professor. For some students the professor may decide that the oral exam is needed in any case.

At the written test the student can decide to do only 1 part. In such a case she/he will have 1.5 hours to do it. As a consequence, a student may decide to do the two parts in different dates.

There are 4 standard exam dates every year (1 in December, 1 in January-February, 1 in June-July, 1 in September) and one restricted exam date (in October). The time available is 3 hours: 1.5 for each part (i.e. after 1.5 hours the students must deliver the first part and, after that, the text of the second part is given).

The written test can be repeated at each available date but every delivery cancels the previous grades. The oral exam (or the registration) can be done at every available date (but in the same academic year), not necessarily the same of the written exam.

The written test contains questions concerning both theory and exercises and it is completely “closed-book”: the students can only bring brains and pens (white sheets will be provided by the teachers). Hence no books, no sheets, no electronic devices like pocket calculators, cell phones, tablets, electronic clocks, pens or glasses. People using any of such devices or violating rules will be carefully prosecuted.

The oral exam consists in various questions on the whole course, including exercises. The Matlab part of the exam can be made only during the days formally devoted to the oral exam. It is compulsory and it enters in the final evaluation.

(F) The material for the first part of the course

(F1) Slides









New version of the slides and the notes for the first part




(F2) Tutorials

Tutorial1_Complex_Numbers (updated)








(F3) TA sessions








(F4) More material on the first part

– seminar of Gianna Del Corso on ranking algorithm of search engines


– Notes on phase portraits of dynamical systems



(G) The material for the second part of the course

(G1) Slides







Corrected slides second part



(G2) Tutorials








(G3) TA Sessions








(H) The material for the Matlab course: on the web page of the previous a.a.



Summary and samples I part of the MATLAB test

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