LUISS

Mathematical Methods for Economics and Finance 2017-2018

HOT NEWS

(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.

 

(12) VERY IMPORTANT:

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

Dispeqdiff2017.pdf

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”:

http://learn.luiss.it/course/index.php?categoryid=403

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

Week1LecturesFG2017MethodsFirstPart.pdf

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.

 

WELCOME TO THE WEBSITE OF THE COURSE “MATHEMATICAL METHODS FOR ECONOMICS AND FINANCE 2017-2018”

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”

http://www.luiss.it/studenti/tutorato/academic-gym

and of the tutoring

http://www.luiss.it/studenti/tutorato/tutorato-didattico

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
Course.
Authors: Simon, Blume,
Title: Mathematics for economists
Editor: Norton

Matlab.
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:

http://www.luiss.it/cattedreonline/corso/SEU/0/19FLMF1/2017

Final program of the same course of last year

FinalContentofLecturesENFall2016

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

Week6FIRSTPARTContentLecturesMMEF

 

Week10ContentLecturesMMEFFG

 

FinalContentofLecturesMMEFFGFall2017

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

Slide1_Complex_Numbers

Week1LecturesFG2017MethodsFirstPart

Week2LecturesFG2017MethodsFirstPart

Week3LecturesFG2017MethodsFirstPart

Week4LecturesFG2017MethodsFirstPart

Week5LecturesFG2017MethodsFirstPart

Dispeqdiff2017

 

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

FinalSlidesMethods2017FirstPartLinear

Dispeqdiff2017final

 

(F2) Tutorials

Tutorial1_Complex_Numbers (updated)

Tutorial1complessi2016new

Tutorial2Methods2016basiclinearalgebra

Tutorial3Methods2016EigenvaluesDynamics

Tutorials2-3Methods2016solutions

Tutorial4MMEFDynSystFall2016

SolutionsTutorial4MMEFDynSystFall2016

 

(F3) TA sessions

TA2_Linear_Operators

TA3_Eigenvalues_Eigenvectors

TA4_Diagonalizable_Non-Diagonalizable_Matrices

TA5_Dynamical_Systems

TA6_Dynamical_Systems_II

TA7_Separation_Variable_Stability_Eq._Points(UPDATED)

 

(F4) More material on the first part

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

DelCorsoluiss2

– Notes on phase portraits of dynamical systems

Notes-PhasePlane

 

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

(G1) Slides

Week7LecturesFG2017MethodsSecondPart

Week8LecturesFG2017MethodsSecondPart

Week9LecturesFG2017MethodsSecondPart

WeekS9and10LecturesFGMethodsSecondPartFall2017

Week610and11LecturesFGMethodsSecondPartFall2017

 

Corrected slides second part

SlidesMethodsSecondPartFall2017

 

(G2) Tutorials

Tutorial1secondpartMMEF2016FG

Tutorial4MMEFfall2014UnconstrainedOptimization

Tutorial5MMEFfall2014IFT

SolutionsTutorials4and5MMEFfall2014

Tutorial6MMEFConstrainedOptimization1Fall2014

Tutorial7MMEFConstrainedOptimization2Fall2014

 

(G3) TA Sessions

TA1_secondpart_topologyandlines

TA2_secondpart_differentiability

TA3_secondpart_coercivity

TA5_Sign_Symmetric_Matrix_Extremal_Points

TA4_secondpart_IFT

TA6_secondpart_Constrainedoptimization

TA7_secondpart_EnvelopeTheorem

(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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