LUISS

ROME – Mathematical Methods for Economics and Finance 2017-2018 FIRST PART

HOT NEWS

(7) Here you find the solutions of the exam of October 31, 2017.

SolutionsROMEExam31_10_17

 

(6) No slides are needed for the lectures of week 6.

 

(5) From now on you will find every Saturday morning a file with exercises to solve and bring at the lecture of the following Thursday.

 

(4) Please bring at the lecture of Wed, September 20, the slides for the second week at point (F1) below.

 

(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.

 

(2) Please bring at the first lecture a printed version of the file

Week1SlidesROMEMMEFfirstpartFall2017

that you find at point (F1) below.

 

(1) The course starts Wednesday, September 13, h. 9-13, Room A305b (viale Romania). Prof. Gozzi will briefly present the course and then start the lecture.

 

 

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

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

 

(A) Teachers and time table.

Teacher: prof. Fausto Gozzi.

The first part of the course starts Wednesday, September 13 and ends Thursday, October 19 with the following schedule:

Wednesday 9 – 13 Room A305b, LECTURE;

Thursday 15 – 17, Room at EIEF, LECTURE/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”, 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).

 

(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, forthcoming.

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/M261/0/19FLME1/2017

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

Week1ContentLecturesROMEMMEFFG

Week3ContentLecturesROMEMMEFFG

Week4ContentLecturesROMEMMEFFG

Week5ContentLecturesROMEMMEFFG

 

FinalROMEContentofLecturesMMEFFall2017

 

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

TO BE COMMUNICATED

 

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

(F1) Slides used at the lectures

Week1SlidesROMEMMEFfirstpartFall2017

Week2SlidesROMEMMEFfirstpartFall2017

Week3SlidesROMEMMEFfirstpartFall2017

Week4SlidesROMEMMEFfirstpartFall2017

Week5SlidesROMEMMEFfirstpartFall2017

 

(F2) Tutorials with various exercises to solve

Tutorial1secondpartMMEF2016FG

Tutorial4MMEFfall2014UnconstrainedOptimization

Tutorial5MMEFfall2014IFT

SolutionsTutorials4and5MMEFfall2014

Tutorial6MMEFConstrainedOptimization1Fall2014

Tutorial7MMEFConstrainedOptimization2Fall2014

 

TA session Topology

TA session Differential calculus

TA session implicit function

TA session Unconstrained Optimization

TA session Constrained Optimization_1

TA session Constrained Optimization_2

 

(F3) Exercises to solve and bring on Thursdays

RomeToSolveEx1Week2

RomeToSolveEx1Week2Solutions

 

RomeToSolveEx2Week3

RomeToSolveEx2Week3Solutions

 

RomeToSolveEx3Week4

RomeToSolveEx3Week4Solutions

 

RomeToSolveEx4Week5

SolutionsRomeToSolveEx4Week5

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