LUISS

Mathematical Methods for Economics and Finance 2015-2016

News

18) ALL results written exam 4 October 2016

esiti_041016ITAEN_completo

17) Solutions of the written exam 04 October 2016

SolutionsExam4October2016FGXDAV

 

16) All students interested in the oral exam of this morning, 6 October 2016, have to come to the office of prof. Gozzi in Viale Romania instead of viale Pola. Please spread the news!

15) Results exam 4 October 2016

Newesiti_041016ITAEN

Only for registered students. For the other please wait 1-2 weeks

 

14) Results exam 5 September 2016

esiti_050916_ENG2

 

13) Solutions of the written exam 05 September 2016

Esame5 settembre2016FGXDAVVR_soluzioneITEN

 

12) Solutions of the written exam 07 June 2016

Exam7June2016VRFGAVXDsolution

 

11) Results exam 7 June 2016

esiti_070616ENG

 

10) Results exam 1 Feb 2016

ESITO METODI ESAMI 1Feb 2016_ENG

 

9) Approximate time table of the oral exam next Friday, February 5.

h. 9-13 (FG+XD) Showing the written tests to students (FG first part, XD second part) plus registration without oral exam from 11 on.

h. 11.30-13 (CP) Matlab oral exams

h. 14.30-18 (FG+XD+VR+AV) oral exams and registrations

 

8) Solutions of the written exam 01 Feb. 2016

NewterExamSolutionsEN1Feb2016VRFGXDAV-2

 

7) Next Office Hours

Dr. Dupuis: Monday 25 January h. 16-17.

Dott.ssa Raso: Tuesday 26 January h. 14-15.30.

 

6) Results of the written exam of Dec. 14, 2015

Results 14 Dec 2015_ENG New

Before asking questions please read carefully the solutions.

5) Solution of the written exam of Dec. 14, 2015

Exam14Dec2015SolutionXDAVVRFG

4) Simulation of the written exam.

FacsimileExamDec2015

3) You also find a synthesis of all TA sessions in both parts

2) You also find new tutorials with solutions. Some of them are in italian and are given for completeness. The material in english  is enough for the purposes of the course.

1) Now you find online the corrected notes on dynamical systems (where also some part in italian has ben translated) and the notes for week 9.

 

0) Here you will find notices about unexpected changes in the time table or any other event

 

WELCOME TO THE SITE OF THE COURSE “MATHEMATICAL METHODS FOR ECONOMICS AND FINANCE 2015-2016”

Teacher: prof. Fausto Gozzi; Assistants: dr Antonio Veredice and dr. Vanessa Raso; Matlab lectures: dott.ssa Cristina Pocci.

The course starts Wednesday, September 16 and ends Friday, December 4 with the following schedule:

Wednesday 17.30-20 Room A106, LECTURE;

Thursady 08.30 – 11, Room A201, LECTURE;

Friday 14 – 16.30, Room Polivalente, EXERCISES;

The course contemplate also MATLAB lectures on Fridays (but not all Fridays) from 9 to 11, room INFO A306. Such lectures will be made only in the following Fridays

October 2-9-16-30
November 13-27

 

Office hours:

Fausto Gozzi: Tuesday 18-19 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 and Xavier Dupuis: After the lectures, or by appointment (to agree personally by email at averedice at luiss dot it or xdupuis at luiss dot it).

Dr. Cristina Pocci: After the lectures, or by appointment (to agree personally by email at cristina.pocci at gmail.com).

 

Here you also find

(A) TEXTBOOKS

Main textbook
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

 

(B) The link to the preliminary program published on the Luiss site

http://www.luiss.it/cattedreonline/corso/SEU/0/19FLMF1/2015

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

Week1-2MMEFContentofLecturesFall2015

Week3MMEFContentofLecturesFall2015

Week4MMEFContentofLecturesFall2015

Week6MMEFContentofLecturesFall2015

Week8MMEFContentofLecturesFall2015

Week10MMEFContentofLecturesFall2015

 

MMEFFinalContentofLecturesFall2015

It is fundamental to recall that the program taught 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 page in this site.

 

(C) Exams rules

The exam  is written and oral.

The part of the exam concerning MATLAB is only oral.

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 8 and if the sum is at least 18.

If the sum is at least 18 (with each part at least 8) then, at the time of the oral exam the student can choose one of the following two: either to register without the oral exam or to make the oral exam. If the students decide to register then she/he can register the minimum between its grade and 25. If she/he wants to get more than 25 he must do the oral exam. It is possible that the final grade after the oral exam be lower than the grade of the written test.

At the written test the student can decide to do only 1 part. In such a case 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 exam dates every year. 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 second part is given).

The written test can be repeated sat 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 written test contain question concerning both theory and exercises and it is completely “closed-book”: the students can only bring brains 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. People using any of such devices will be prosecuted.

 

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

(D1) Slides

Revised notes for the first 4 weeks:

MMEF2015Weeks1-4revised

Notes of Weeks 5-6-7

MMEFweek5firstpart

Dispeqdiff2015new

 

(D2) Tutorials

Tutorial1Methods2014EScomplexnumbers

Tutorial1bisComplexnumbers2014

Tutorial2Methods2014basiclinearalgebra

Tutorial3Methods2014EigenvaluesDynamics

Tutorials2-3Methods2014solutions

Tutorial8MMEFDynSystFall2014

SolutionsTutorial8MMEFDynSystFall2014

 

Other exercises (in italian)

ESautovAutovalori

ESsistemidiffDiff

 

(D3) TA sessions

ITAsession_ComplexNumbers

IITAsession_Eigenvalues

IIITAsession_02-10-15

IVTAsession_09-10-15

VTAsessionXD10-16

VITAsessionXD10-23

VIITAsessionXD10-30

 

(E) The material for the second part of the course

(E1) Slides

MMEF2015weeks7-8

MMEF2015week8derivatives

 

Weeks 7-8 revised and also week 9 (from p. 76 on)

MMEFsecondpartweeks7-8revisedplusweek9

MMEF2015Week10UnconstrainedOptimization

MMEF2015Week11ConstrainedOptimization1

MMEF2015Week11ConstrainedOptimization2

 

MMEFPortfolioSlidessecondpartFall2015

 

All slides of second part revised

SlidesMMEFsecondpartFall2015

 

(E2) Tutorials

Tutorial1piuvar2014MetodiFG

Tutorial1piuvar2014MetodiFGsoluzioni

Tutorial2piuvarfunzimpl2014MetodiFG

Tutorial2piuvarfunzimpl2014MetodiFGSoluzioni

Tutorial5MMEFfall2014IFT

Tutorial4MMEFfall2014UnconstrainedOptimization

SolutionsTutorials4and5MMEFfall2014

Tutorial6MMEFConstrainedOptimization1Fall2014

SolutionsTutorial6MMEFConstrainedOptimization1Fall2014

Tutorial7MMEFConstrainedOptimization2Fall2014

SolutionsTutorial7MMEFConstrainedOptimization2andEnvelopeFall2014

 

(E3) TA Sessions

8TAsessionXD11-06

9TAsession11-13

10TAsession11-20

11TAsession11-27

 

See also the slides of the Matlab course in the site

http://docenti.luiss.it/gozzi/didattica/metodi-matematici-per-economia-e-finanza-2014-2015-2/

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