Luiss

MATHEMATICAL METHODS FOR ECONOMICS AND FINANCE 2019-2020

HOT NEWS

(16)

Wednesday, March 4 2020 h.10:00-11:00: office hours, A. Veredice

(15)

The day February 7 2020 there will be oral exams and grade registrations. Only the students doing the oral exam or registrating the grade can see the written test.

The other students can see the twritten test on Thursday, February 13, h. 10-12, office of prof. Gozzi (or room to be announced).

(14)

Grades and Solutions of the written exam of February, 3, 2020

ESITI INGLESE 1920.xlsm.xlsx – appello2

SolutionsFGENGexam_3_2_20

(13)

Results of the preliminary course test of January 2020

results_preliminary_course_300120

(12)

Thursday, January 30 h.9:30-10:30: office hours, A. Veredice

Friday, January 24 h.18-20 there will be office hours with Federica Ferretti. Students that intend to come are encouraged to send an email for logistic reasons (email address: f.ferretti@uniroma1.it).

Monday, January 27 h 15-16 there will be office hours with Giulia Pisegna (TA first part Italian twin course); students that intend to come are encouraged to send an email to giulia.pisegna@uniroma1.it.

(11)

Wednesday, December 22 h.16-17 there will be office hours to see the written test of last December.

(10)

The detailed content of lectures at point (D) had some small mistakes in the bibliographic references. Now you can find at point (D) the corrected version of it.

(9)

The oral exams will take place on December 20, 2019. Official start at 10 am but Prof. Gozzi and teaching assistants will be available for oral exams since 9.15 am in aula Polivalente.

(8)

Results and solutions of the written exam of December 16, 2019

ESITI INGLESE 1920.xlsm

NewSolutionsENGexam_16_12_19

(7)

The next date for the final evaluation test of the preliminary course will be 30/01/2020 (not 23/01/2019 as was previously announced)

(6)

Wednesday, December 4, the lecture 14-16.30 will be given by dr. Veredice.

Thursday, December 5, the lecture 10-11.30 will be given by dr. Veredice.

Friday, December 6, the TA session will be as usual.

 

(5)

Thursday, 28 November 2019 the lecture 10-11.30 (room 307) will be given by prof. Maurizio Parton (Università di Chieti-Pescara) and will consist in a seminar (which is part of the course) entitled:

“Neural Networks and Deep Learning: recent advances in Artificial Intelligence”.

(4)

Results of the precourse test of November 2019

FinalTEST_preliminarycourse_GRADES_071119

(3)

UPDATE:

PLEASE FIND BELOW THE NEXT DATES FOR THE FINAL EVALUATION TEST

Titolo Docente Tipo Giorno Data Ora inizio Sede Aula
Precorso: Mathematics A. Veredice esame Thursday 07/11/2019 15:00 16:00 Viale Romania A205a, A205b
Precorso: Matematica V. Raso esame Thursday 07/11/2019 15:00 16:00 Viale Romania Aula Polivalente
Precorso: Mathematics A. Veredice esame Thursday 30/01/2020 15:00 16:00 Viale Romania A209
Precorso: Matematica V. Raso esame Thursday 30/01/2020 15:00 16:00 Viale Romania A210
Precorso: Mathematics A. Veredice esame Thursday 30/04/2020 16:30 17:30 Viale Romania A206a, A206b
Precorso: Matematica V. Raso esame Thursday 30/04/2020 16:30 17:30 Viale Romania A406a, A406b

(2)

The lecture of Tuesday, October 1, h. 18-20, will be given by dott.ssa Federica Ferretti and it will be about Complex Numbers. Here are the slides

Complex_Numbers_Slides

(1)

Results of the precourse test of September 2019

FinalTEST_preliminarycourse_GRADES

 

WELCOME TO THE WEBSITE OF THE COURSE “MATHEMATICAL METHODS FOR ECONOMICS AND FINANCE 2019-2020”

In this page you can find, beyond all up-to-date news about the course (which are given above in inverse chronological order), 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 course: “Lab of software application for finance and economics”

(A) Teachers and time table.

Teacher: prof. Fausto Gozzi; Assistants: dr. Federica Ferretti and dr. Antonio Veredice;

The course starts Tuesday, September 17 and ends Friday, December 6 with the following schedule:

Tuesday 18 – 20, Room A209, LECTURE;

Wednesday 14 – 16.30 Room A209, LECTURE;

Thursday 10 – 11.30 Room A307, LECTURE;

Friday 16-18, Room 303, EXERCISES.

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”, usually 1 hour per week (see the time table on the corresponding website) 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.

The course “Lab of software application for finance and economics” will teach you how to use the proper software to solve some of the mathematical problems which you will encounter in this course. The teacher is of such course is Prof. Anna Maria D’Arcangelis. Information about this course can be found at the web page of such course.

 

(B) Office hours.

Fausto Gozzi. During the course: Wednesday h.11.30-12.30 (office 517 at fifth floor). Moreover after the lectures or by appointment (to agree personally or by email at fgozzi at luiss dot it). After the course: the office hours will be only by appointment (to agree personally or by email at fgozzi at luiss dot it). In some cases offic hours will be advertised in the section “Hot News” at the beginning of this web page.

Federica Ferretti and Antonio Veredice: after the lectures, or by appointment: to agree personally or by email at:

f.ferretti@uniroma1.it

a_veredice@yahoo.it

 

(C) Textbooks

Main textbooks
Course: “Mathematical Methods for Economics and Finance”.
Authors: Simon, Blume,
Title: Mathematics for economists
Editor: Norton

Course: “Lab of software application for finance and economics”.
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/0/19FLMF1/2019

Final program of the same course of last year

FinalContentofLecturesENFall2018

Here is the program effectively taught with reference to the textbook and other didactic material.

Final program:

ContentofLecturesENFall2019

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.

Here is a self-evaluation test to help you to understand better your personal knowledge.

EntranceTEST_preliminarycourse_Mathematics2018

Here you find the solution with a brief guide to self-evaluation.

TEST iniziale corso Metodi 2018_2019_autovalutazione

Self -Evaluation. There are 21 questions: 8 on linear algebra, 6 on one variable calculus and 7 on series and integrals.

  • 19-21 right answers: excellent;
  • 15-18 right answers: good;
  • 12-14 right answers: sufficient;
  • 6-11 right answers: poor;
  • 0-5 right answers: very poor.

People with evaluation “poor” or “very poor” are invited to talk with the teacher or the TAs or the tutors to plan an effective recovery of the basic knowledge on the subject.

 

(E) Exams rules

The exam  is written and oral. To be admitted at the exam one has to pass the final test of the precourse, which is now compulsory starting from the present academic year.

The exam is completely separated from the exam of the connected course: “Lab of software application for finance and economics”.

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 oral exam cancels all the previous written tests. Hence if a students does not take the vote of the oral exam she/he has to repeat the written exam.

The written test contains questions concerning both theory and exercises and it is completely “closed-book”: the students can only bring brain 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, etc. 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.

 

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

(F1) Slides

Week1: First 35 pages of the following slides

LecturesFG2019FirstPart

Weeks 2-3-4-5: Same slides.

Weeks 5-6:

Dispeqdiff2019

 

(F2) Tutorials

Tutorial1_Complex_Numbers (updated)

Tutorial1complessi2016new

Tutorial2Methods2016basiclinearalgebra

Tutorial3Methods2016EigenvaluesDynamics

Tutorials2-3Methods2016solutions

Tutorial4MMEFDynSystFall2016

SolutionsTutorial4MMEFDynSystFall2016

 

(F3) TA sessions

TA1_Linear_Operators

TA2_Change_of_Basis_&_Diagonal_Matrices

TA3_Complex_Numbers

TA4_Non_Diagonalizable_Power

TA5_Dynamical_Systems

TA6_Dynamical_Systems_II

TA7_Separation_Variable_Stability_Eq._Points

Answers to interesting students’ questions:

additional_examples_Jordan

 

(F4) More material on the first part

-Notes of the seminar of prof. Piero Manfredi of 2018

Manfredi_Luiss_11_2018_sent_Fausto

-Material on the Richardson arms race model

RichardsonByBigelowPhaseProtr

RichardsonByMosesOfCourseNot

Matematica – Articoli – Richardson

GuerraePace2

– Notes of an old 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

Weeks 7-8: first 110 pages of the following slides

SlidesFGMethodsSecondPartFall2019

New version of the slides of the second part

SlidesFGMethodsSecondPartFall2019

 

(G2) Tutorials

Tutorial1secondpartMMEF2016FG

Tutorial4MMEFfall2014UnconstrainedOptimization

Tutorial5MMEFfall2014IFT

SolutionsTutorials4and5MMEFfall2014

Tutorial6MMEFConstrainedOptimization1Fall2014

Tutorial7MMEFConstrainedOptimization2Fall2014

 

(G3) TA Sessions

TA1_secondpart_domainsandlines

TA2_secondpart_partialderivatives_coercivity

TA3_secondpart_IFT_matrixsign

TA4_secondpart_unconstrainedoptimization

TA5_secondpart_Constrainedoptimization

TA6_secondpart_QuasiConvex_EnvelopeTheorem

TA7_secondpart_EnvelopeTheorem_models

TA1_secondpart_domainsandlines_SOLUTIONS

TA2_secondpart_partialderivatives_coercivity_SOLUTIONS

TA3_secondpart_IFT_matrixsign_SOLUTIONS

TA4_secondpart_unconstrainedoptimization_SOLUTIONS

TA5_secondpart_Constrainedoptimization_SOLUTIONS

TA6_secondpart_QuasiConvex_EnvelopeTheorem_SOLUTION

TA7_secondpart_EnvelopeTheorem_models_SOLUTIONS

(G4) More material on the second part

 

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