LUISS

Mathematical Methods for Economics and Finance 2013-2014

NEWS:

3) The week 8-15 December 2013 the office hour of prof Gozzi are suspended. From next week on the office hours will be under appointment to agree by email

2) The office hour of Wednesday, November 13, will be at 10-11 instread of 17-18.

1) From Tuesday, October 22, on, the lecture of Tuesday will be from 15.30 till 17.00.

 

EVERYTHING ABOUT THE COURSE

Here you find news and material about the course:

Mathematical Methods for Economics and Finance 2013-2014

 Comments are welcome. Send them by email to the professor.

 

Link to the syllabus of the course of Mathematics 1 which is a prerequisite for this course

http://docenti.luiss.it/matematica-sbaraglia/quantitative-methods/syllabus/

 

Teachers

– professor:  Fausto Gozzi. Email:  fgozzi at luiss dot.it

– assistant: Antonio Veredice. Email: averedice at luiss dot it

 

Office hours:

Fasto Gozzi: Wednesday 9-30-10.30 (until October 25) and 17-18 (from October 27 till December 8), Office at fifth floor. Moreover after the lectures or by appointment (to agree personally or by email at fgozzi at luiss dot it).

Antonio Veredice: Thursday 17.30-18.30, after the lectures, or by appointment (to agree personally by email at averedice at luiss dot it).

Text books:

Main:

Carl P. Simon, Lawrence E. Blume,

Mathematics for Economists

W.W. Norton & Company.

 

Others:

1) M. C. Delfour,

Introduction to Optimization and Semidifferential Calculus

MOS SIAM Series on Optimization, ISBN 978-1-611972-14-6

2) M. Hoy, J. Livernois, C. McKenna, R. Rees, T. Stengos:

Mathematics for Economics

The MIT Press, Cambridge Massachusetts 2001

3) Calculus (International Metric Edition) (Paperback)
by James Stewart
Paperback: 1368 pages
Publisher: Brooks/Cole; International Edition (2008)
ISBN-10: 0495383627
ISBN-13: 978-0495383628

 

Class schedule

Lectures (from September 24 till December 7)

– Tuesday, 15-16.30, room 305B

– Wednesday, 14-17 , room 307

Exercise sections

– Thursday, 15.30-17.30 room 401
Exams

FINAL EXAM (dates to be confirmed):

– Monday, December 16 (written test) h.15; and Tuesday, December 17 (registration) h. 9.

– Tuesday, January 28 (written test) h.15;  and Wednesday,  January 29 (registration) h.9

Exams rules

The exam  is only written and the time available is 3 hours. It is divided in two parts, each consisting of about 4 exercises. The students can do just one part of the exam or both. If a students does only one part the time will be 1.5 hour. There will be no mid term exam.

The exam is  closed book. So no book or other text is allowed at the exam. No computing device is admitted at the exam (so no cell phones!). Each student can bring with him an A4 sheet (possibly double face) with formulas there.

 

Content of Lectures

Week1MMEFContentofLecturesFall2013

Week2MMEFContentofLecturesMosecFall2013

Week3MMEFContentofLecturesMosecFall2013

Week4MMEFContentofLecturesMosecFall2013

Week5MMEFContentofLecturesFall2013

Week7MMEFContentofLecturesFall2013

Week8ContentofLecturesMosecFall2013

Week9MMEFContentofLecturesFall2013

Week10MMEFContentofLecturesFall2013

 

MMEFFinalContentofLecturesFall2013

 

Notes given by the teacher

Notes on Dynamical Systems:

MetMatEnglisdispeqdiff24nov11

Notes on Dynamic Optimization

dispoptdinTorinoDic2012

 

Homework/Tutorials

All students are invited to solve the exercises on the tutorial below. Moreover they are also invited to solve the exercises of previous exams that can be found (most of them with solutions) in the sites of the previous years.

First we give three tutorials (the same of the course of the previous year) on the basic subjects reviewed in the first week

Tutorial1Mosec2012EScomplexnumbers

solvedproblemsoncomplexnumbers

Tutorial2Mosec2012basiclinearalgebra

(some exercises on linear algebra will be seen also at the exercise section of Thursday, October 3).

Now we give tutorials on the very new part.

Tutorial3MMEFfall2013EigenvaluesDynamics

Tutorials2-3MMEFfall2013allsolutions

 

Tutorial4MMEFfall2013UnconstrainedOptimization

Tutorial5MMEFfall2013EndofUnconOptimizAndIFT

SolutionsTutorial4and5MMEFfall2013UnconstrainedOptimizationandIFT

 

Tutorial6MMEFConstrainedOptimization1Fall2013

SolutionsTutorial6MMEFConstrainedOptimization1Fall2013

Tutorial7MMEFConstrainedOptimization2andEnvelopeFall2013

SolutionsTutorial7MMEFConstrainedOptimization2andEnvelopeFall2013

 

Tutorial8MMEFDynSystFall2013

SolutionsTutorial8MMEFDynSystFall2013

Tutorial9MMEFDynOptFall2013

SolutionTutorial9MMEFDynamicOptimizationFall2013

exercisesonDynOpt

 

Previous edition of the course

 

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