Luiss

ROME – Mathematical Methods for Economics and Finance 2019-2020, First Part

HOT NEWS

(6)

You can now find, at point (F3) below, the exercises to solve and bring, on paper, Wednesday October 16.

(5)

You can now find, at point (F3) below, the exercises to solve and bring, on paper, Wednesday October 9.

(4)

You can now find, at point (F3) below, the exercises to solve and bring, on paper, Wednesday October 2.

(3)

You can now find, at point (F3) below, the exercises to solve and bring, on paper, Thursday September 26.

(2)

You can now find, at point (F3) below, the exercises to solve and bring, on paper, Thursday September 19.

 

(1)

The course starts Friday, September 13, h. 15-18, at Luiss,  viale Romania. Prof. Gozzi will briefly present the course and then start the lecture.

The slides can be found at point (F1) below.

 

WELCOME TO THE WEBSITE OF THE COURSE “MATHEMATICAL METHODS FOR ECONOMICS AND FINANCE 2019-2020” – ROME, FIRST PART

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 (Full Professor at Luiss).

The first part of the course starts Friday, September 13 end ends

Wednesday, September 12 and ends Thursday, October 17.

The standard schedule is the following:

Wednesday 9 – 10.30 and 11-12.30 at Luiss (room 304B), LECTURES;

Thursday 14.45 – 16.15, at EIEF, EXERCISES;

The first week the teacher was out of Italy. Hence the lecture of Wednesday, September 11, is moved to Friday, September 13 at Luiss h.15-18.

Moreover the Exercise session of Thursday, September 12 is moved to Thursday, September 19 at EIEF h.16.30-18.

 

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

In particular, within the tutoring, it will be possible ask for clarifications on the prerequisites of the course which are not treated at the lectures.

 

(B) Office hours.

Fausto Gozzi: Wednesday 11.30-12.30 (office 517, Luiss fifth floor) or by appointment (to agree personally or by email at fgozzi at luiss dot it).

 

(C) Textbooks

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

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 link to the preliminary program published on the Luiss site:

https://www.luiss.it/cattedreonline/corso/RM261/0/19FLME1/2019

Final program of the same course of last year

FinalROMEContentofLecturesMMEFFall2018

Down here will be put is the program effectively taught with reference to the textbook and other didactic material.

ROMEContentofLecturesMMEFFall2019

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.

After the first lecture we will provide you with a self-evaluation test to help you to understand better your personal knowledge. Here it is

EntranceTEST_preliminarycourse_Mathematics2018

By September 20 we will put the solutions of the test,  together with a brief guide to self-evaluation.

Here it is

 

(E) Exams rules

Written Mid-term Exam 1-2 weeks after the course.

The exam is divided in two parts (with separate delivery), like the one of the previous year. The first is closed book, and it is on theory and basic exercises. The second is open book and it is about more complex exercises.

For each part 90 minutes will be given.

 

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

(F1) Slides used at the lectures

Lecture 1 (September 13): first 46 pages of the slides.

SlidesFGROMEMMEFfirstpartFall2019

Corrected version of the slides (October 27, 2019)

NewSlidesFGROMEMMEFfirstpartFall2019

 

Lecture 2: (September 18)

same slides, from p.47 till p.87.

Lecture 3: (September 25)

same slides, from p. 88 till p.117.

Lecture 4: (October 2)

same slides, from p. 118 till p.154

Lecture 5: (October 9)

same slides, from p. 155 till p.203

Lecture 6: (October 16)

same slides, comments and exercises on constrained optimization and envelope theorem.

 

(F2) Tutorials with various exercises to solve and their solutions

Tutorial1secondpartMMEF2016FG

SoluzioniTutorial1secondaparteMetodi2016

Tutorial4MMEFfall2014UnconstrainedOptimization

Tutorial5MMEFfall2014IFT

SolutionsTutorials4and5MMEFfall2014

Tutorial6MMEFConstrainedOptimization1Fall2014

SolutionsTutorial6MMEFConstrainedOptimization1Fall2014

Tutorial7MMEFConstrainedOptimization2Fall2014

SolutionsTutorial7MMEFConstrainedOptimization2andEnvelopeFall2014

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 Wednesdays: you will find every Saturday morning a file with exercises to solve and bring at the lecture of the following Wednesday.

RomeToSolveEx1Week1_2019

Sol_RomeToSolveEx1Week1_20191

 

RomeToSolveExWeek2_2019

SOL_RomeToSolveExWeek2_2019

 

RomeToSolveExWeek3_2019

SOL_RomeToSolveExWeek3_2019

 

RomeToSolveExWeek4_2019

SOL_RomeToSolveExWeek4_2019

 

RomeToSolveExWeek5_2019

SOL_RomeToSolveExWeek5_2019 copia

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