LUISS

Mathematical Methods for Economics and Finance 2014-2015

NEWS:

19) Solutions of exam of October 20, 2015

SolutionFifthexam20Oct15finalnew

18) Results of exam of October 20, 2015

Risultati_esame_Methods_20Ott15Finali

17) Solutions of the exam, September, 7, 2015

SolutionFourthexam7Sept2015

16) Solution of the third exam, June 2015

SolutionThirdexamJune2015AVFG

15) Solutions and Results of the exam of Jan 16, 2015

Secondexam16Gen2015AVFGsolutionnew-2

RisultatiEsame11Dic14

Anybody who wants see its own test is invited to come from 9 to 11 in my office tomorrow.

To sign the grade you can come from 13 till 15 in my office or in a room to be communicated.

 

14) Solutions of the exam of Dec 11, 2014

SolutionFirstexam11Dec2014AVFGnewfinal

 

13) Simulation of written test.

FacsimileesameDicembre2014AVFG

12) The last exercise section will be given on Tuesday, December 9

from 16 till 19.

11) This week (November 25-28) we will have lectures and exercises as follows

– Tuesday, 25-11, 15.45-17.15, room A202 (67). Lecture.

– Wednesday, 26-11, 18-20, room A304b. Lecture.

– Thursday, 27-11, 13.15-16.15 , room A304a (43). Lecture.

– Friday, 16.30-18.30 room…..you know. Exercises

10) This week (November 18-21) we will have lectures and exercises as follows

– Tuesday, 11-11, 15.45-17.15, room A202 (67). Lecture.

– Thursday, 6-11, 13.15-16.15 , room A304a (43). Lecture.

– Friday, 16.30-18.30 room…..you know. Exercises

 

9) This week (November 11-14) we will have lectures and exercises as follows

– Tuesday, 11-11, 15.45-17.15, room A202 (67). Lecture.

– Wednesday, 5-11, 16.30-18.30, room A101. Exercises.

– Thursday, 6-11, 13.15-16.15 , room A304a (43). Lecture.

– Friday, 16.30-18.30 room…..you know. Exercises

 

8) This week (November 4-6) we will have lectures as follows

– Tuesday, 4-11, 15.45-17.15, room A202 (67) Viale Romania

– Wednesday, 5-11, 16.30-18.30, room A101 and 19-20, room 403.

– Friday, 16.30-18.30 room…..you know (exercise section)

 

7) This week (October 27-31) we will have lectures as follows

– Tuesday, 28-10, 15.45-17.15, room A202 (67) Viale Romania

– Thursday, 30-10, 13.15-16.15 , room A304a (43) Viale Romania

– Friday, 16.30-18.30 room…..you know (exercise section)

6) Office hours are changed. New tutorials and solutions are uploaded.

5) From Monday October 20 on, the lecture of Thursday will be substituted by a lecture on Wednesday 16.30-18.30 and 19-20, room to be discovered. Note that, in particular, on Wednesday October22 there will be two lectures: 11.30-14 and 16.30-18.30, 19-20.

4) The exercise section of  Friday 17 October will not be given. In place of it an additional exercise section will be given next week. Precise time will be communicated soon.

3) The lecture of Thursday 16 October will not be given. In place of it an additional lecture will be given

Wednesday 22 October, 11.30-14, room to be discovered.

 

2) The lecture of next Thursday will start at 13.15 instead of 14.00.

I will end at 15.45. Spread the news!

 

1) The course starts Tuesday, September 23, 15.45-17.15, Room A202, Viale Romania.

 

EVERYTHING ABOUT THE COURSE

Here you find news and material about the course:

Mathematical Methods for Economics and Finance 2014-2015

 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 10-11 till December 5 (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: 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 23 till December 4): Fausto Gozzi

– Tuesday, 15.45-17.15, room A202 (67) Viale Romania

– Thursday, 14-16.30 , room A304a (43) Viale Romania

Exercise sections (from September 26 till December 5): Antonio Veredice

– Friday, 16.30-18.30 room…..to discover….

Matlab sections (from October 6 till December 1): Cristina Pocci

– Monday12- 13.45 room INFO A306 Viale Romania

Matlab section will not be given November 24, 2014.

 

Exams dates and rules

FINAL EXAM (dates to be confirmed):

– Thursday, December 11 (written test) h.15; and Wednesday, December 17 (registration) h. 14.

– Monday, January 12 (written test) h.15;  and Thursday,  January 15 (registration) h.12.

The exam  is only written and the time available is 3 hours. 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!).

 

Content of Lectures

Link to the preliminary program on the Luiss official site

http://www.luiss.it/cattedreonline/corso/SEU/0/19FLME1/2014

Week1MMEFContent

Week2MMEFContent

Week3MMEFContent

Week4MMEFContent

Week5MMEFContent

Week6MMEFContent

Week7MMEFContent

Week8MMEFContent

Week9MMEFContent

Week10MMEFContent

 

FinalContentofLecturesMosecFall2014

 

Notes given by the teacher

Dispeqdiff25nov14

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 (some of them with solutions) in the sites of the previous years.

Tutorial1Methods2014EScomplexnumbers

Tutorial1bisComplexnumbers2014

Tutorial2Methods2014basiclinearalgebra

Tutorial3Methods2014EigenvaluesDynamics

Tutorials2-3Methods2014solutions

Tutorial4MMEFfall2014UnconstrainedOptimization

Tutorial5MMEFfall2014IFT

SolutionsTutorials4and5MMEFfall2014

Tutorial6MMEFConstrainedOptimization1Fall2014

SolutionsTutorial6MMEFConstrainedOptimization1Fall2014

Tutorial7MMEFConstrainedOptimization2Fall2014

SolutionsTutorial7MMEFConstrainedOptimization2andEnvelopeFall2014

Tutorial8MMEFDynSystFall2014

SolutionsTutorial8MMEFDynSystFall2014

 

Previous edition of the course

2010 -2011 web page:

http://www.dma.unive.it/~faggian/mosec

2011-2012 web page:

http://docenti.luiss.it/gozzi/teaching-english/mosec-mathematical-methods-for-economics/

2012-2013 web page

http://docenti.luiss.it/gozzi/teaching-english/mosec-mathematical-methods-for-economics-2012-2013/

2013-2014 web page

http://docenti.luiss.it/gozzi/teaching-english/mathematical-methods-for-economics-and-finance-2013-2014/

 

 

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