Luiss

Mathematical Methods For Economics and Finance A.Y. 2020-2021

HOT NEWS

(19)

Important message concerning the exam of the summer session.

The students who still did not take the exam can choose to do it in any date (after agreement with the professor)  before the official one, starting from March 1. There is only one attempt: hence if a student take the exam in March and the result is not satisfactory she/he will have to repeat it in September or later.

To agree about the exam date the students have to send an email to prof. Fausto Gozzi.

 

(18)

Important messages about the exam of February 4, 2021.

a) The two-points bonus will be given only to students who will register the exam at this session.

b) Students who wants to take the exam are invited to write to the professor to agree about the timing of the exam (that can be given in any date before February 6 included).

c) Registered students who will not contact the professor by January 31 will be put in the calendar in the remaining free slots. The calendar will be sent to the registered students 1-2 days before the official date.

d) Due to the high number of registered people it is possible that the session will continue after February 6.

(17)

Students from previous years who still has to take the exam are advised that, starting from the end of the winter exam session (which is February 6, 2020), the exam can no longer be carried out either with the old methods or with the old program. Furthermore, any written/oral exam before May 2020 will no longer be considered valid.
(16)

Concerning the exams of the winter session we advise the students that they can take the exam also in dates different from the official ones. It is enough that they send an email on this to the professor or to one of the TAs.

 

(15)

Office hours after the end of the course till February 6

Fausto Gozzi: Friday 9-10

Andrea Drago: Monday and Thursday 8-9

Federica Ferretti: Monday 17.30-18.30

Giulia Pisegna: Tuesday 17-18

Antonio Veredice: Monday 9-10

Please remember that all office hours are online and that you have to send an email to the teachers to participate.

(14)

All the material of the course is now uploaded, included the final detailed content of lectures. Good work to all the students.

 

(13)

Due to unexpected events, all the lectures of Friday, 27 November 2020 (both majors), will be given ONLINE by prof. Fausto Gozzi.

 

(12)

Monday, 23 November 2020, the program is the following:

9-10, virtual room 36. online lecture by prof. Fausto Gozzi on “Climate Change and Economics”. This lecture is part of the program for both majors.

Then there will be a break till 11.10.

After the break the online lecture of 11.15-13 will be given by an external guest:

dott.ssa Stefania Salmaso:

– member of the  “Associazione Italiana di Epidemiologia”;

– former Director (from 2004 to 2015) of the “Centro Nazionale di Epidemiologia, Sorveglianza e Promozione della Salute” of the italian “Istituto Superiore di Sanità (ISS)”;

Here you can find a brief cv and some recent informative papers of her:

https://www.scienzainrete.it/autori/salmaso/2312

The lecture will be in Italian.

The title of the lecture will be:

Dinamica di Trasmissione delle Infezioni e Lettura dei Dati Attuali su Covid-19 in Italia“.

There will be a considerable amount of time devoted to your questions that can concern the actual pandemic as Stefania Salmaso is one of top experts in Italy on this, in particular on the link between the data and the modeling on one side and the political decisions on the other side. All students of the course (both Majors) are invited to participate.

The room for the seminar, is the virtual room 36 (notice the change with respect to the previous message): the seminar will be held totally online.

 

(11)

Monday, 23 November 2020, the online lecture of 11.15-13 will be given by an external guest:

dott.ssa Stefania Salmaso:

– member of the  “Associazione Italiana di Epidemiologia”;

– former Director (from 2004 to 2015) of the “Centro Nazionale di Epidemiologia, Sorveglianza e Promozione della Salute” of the italian “Istituto Superiore di Sanità (ISS)”;

Here you can find a brief cv and some recent informative papers of her:

https://www.scienzainrete.it/autori/salmaso/2312

The lecture will be in Italian.

The title of the lecture will be:

Dinamica di Trasmissione delle Infezioni e Lettura dei Dati Attuali su Covid-19 in Italia“.

There will be a considerable amount of time devoted to your questions that can concern the actual pandemic as Stefania Salmaso is one of top experts in Italy on this, in particular on the link between the data and the modeling on one side and the political decisions on the other side. All students of the course (both Majors) are invited to participate.

The room for the seminar is the virtual room 36: the seminar will be held totally online.

(10)

Wednesday 25 November and Wednesday 2 December 11.45-13.30 there will be two supplementary TA sessions given by Dr. Antonio Veredice and open to both Majors.

 

(9)

Due to unexpected events the rooms of the lectures have been changed for the last three weeks of the course.

To avoid problems we clarify the following (which should hold till the end of the course unless some new events happen):

  • the lectures of Monday and Tuesday will be held always online, even if the assigned room is a physical room in Viale Romania;
  • the remaining lectures/TA sessions will be held face-to-face, with the professor/TA present in the assigned physical room and the students can choose to come physically or to follow the lecture online.

 

 

(8)

Monday, November 9, there will be no lectures, due to the “Inaugurazione dell’Anno Accademico”.

Onth other hand Wednesday, 11.45-12.30 and 12.45-13.30 there will be a supplementary TA session by Antonio Veredice, open to both Majors.

(7)

Rooms for the lectures of today, Wednesday, 28 October 2020

Major in Economics:

– the lecture of Wednesday, 28 October 2020 h. 9.30-10.15 and 10.30-11.15 will be done by prof. Fausto Gozzi in the virtual room 57;

– the additional TA session of Wednesday, 28 October 2020 h. 11.45-12.30 and 12.45-13.30 will be done by dr. Antonio Veredice in the real room A105 to which students have to connect online;

 

Major in Finance:

– the lecture of Wednesday, 28 October 2020 h. 11.45-12.30 and 12.45-13.30 will be done by prof. Fausto Gozzi in the virtual room 37;

– the additional TA session of Thursday, 28 October 2020 h. 10.30-11.15 and 11.30-13.15 will be done by dr. Giulia Pisegna in the virtual room 37;

 

(6)

This week (the one of Monday 26 October 2020), in particular Wednesday, 28 October 2020, there will be a change of schedule which will also involve the LabEc course:

  • For the Major in Economics there will be a swap: the lecture of LabEc of Wednesday, 28 October 2020, 9.30-10.15 and 10.30-11.15 (online) will be made by prof. Fausto Gozzi while the lecture of this course of Wednesday, 28 October 2020, 17-17.45 and 18-18.45 (online) will be made by the teacher of LabEc.
  • For the Major in Finance the lecture of Thursday, 29 October 10.30-11.15 and 11.30-12.15 (online) will be made Wednesday, 28 October 2020 11.45-12.30 and 12.45-13.30 (online) by prof. Fausto Gozzi.
  • For both Majors the supplementary TA session, previously programmed, for both Majors, Wednesday, 28 October 2020 11.45-12.30 and 12.45-13.30 (online), will be made separately for the two Majors:
    • for the Major in Economics it will be done by Dr. Antonio Veredice in the same time, i.e. Wednesday, 28 October 2020 11.45-12.30 and 12.45-13.30 (online);
    • for the Major in Finance it will be done by Dr. Giulia Pisegna on Thursday, 29 October 10.30-11.15 and 11.30-12.15 (online).
  • For both Majors the face-to face lectures of next Friday, 30 October 2020, will be done by prof. Fausto Gozzi.

 

(5)

All the lectures of tomorrow, Friday 23 October 2020, will be held face-to face.

(4)

Wednesday 21 October (11.45-12.30 and 12.45-13.30) there will be an additional TA session open to both Majors.

The same on Wednesday 28 October, same time.

(3)

Please notice the following change in Federica Ferretti’s office hours for this week (12-16 Oct):

Tuesday, October 13, 17:30-18:30.

Students who intend to come should send an email to f.ferretti@uniroma1.it.

(2)

The room of the lecture tomorrow, Tuesday, October 6, is 105.

(1)

Next week (week 3 of the course, i.e. the week of October 5) the lectures will be organized as follows:

  • on Monday we will have the lecture on implicit function Theorems (by Fausto Gozzi) using the same slides as Week 2.
  • on Tuesday there will be a lecture (by Dr. Antonio Veredice) on complex numbers (a basic argument to study spectral theory). The slides are on the site below.
  • on Wednesday/Thursday there will be a lecture on eigenvalues (by Fausto Gozzi). The slides are now on the site below.

 

 

WELCOME TO THE WEBSITE OF THE COURSE “MATHEMATICAL METHODS FOR ECONOMICS AND FINANCE 2020-2021”

—————————————————————————————————————————————————————-

IMPORTANT NOTICE

The course this year has changed its structure considerably. Hence we invite all students, in particular those who are not of the first year, to check carefully the new structure.

————————————————————————————————————————————————————–

In this page you can find, beyond all up-to-date news about the course (which are given above in inverse chronological order under the title “Hot News”), the following material.

(A) Teachers and time table

(B) Precourse, self-evaluation test and tutoring

(C) Office hours and forums

(D) Textbooks

(E) Preliminary program and effective one

(F) Exam rules

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

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

 

(A) Teachers and time table.

The lectures and the TA sessions of the course will be given separately for the two majors: Economics and Finance. 

Teacher: prof. Fausto Gozzi;

Assistants: dr. Federica Ferretti (Major in Economics) and dr. Giulia Pisegna (Major in Finance),  Antonio Veredice (both Majors);

Tutor (will not be at the exam): Andrea Drago (both Majors)

The course starts Monday, September 21 and ends Friday, December 4 with the following schedule:

MAJOR IN FINANCE

MAJOR IN ECONOMICS

Monday 9-9.45 and 10-10.45 (online)

Monday 11.15-12 and 12.15-13 (online)

Tuesday 9-9.45 and 10-10.45 (online)

Tuesday 11.15-12 and 12.15-13 (online)

Wednesday 17-17.45 and 18-18.45 (online)

Thursday 10.30-11.15 and 11.30-12.15 (online)

Friday 8-8.45 and 9-9.45 (face-to-face)

Friday 10-10.45 and 11-11.45 (face-to-face)

Supplementary hour online: Wednesday 11.45-12.30 and 12.45-13.30. Sometimes it may be used for recovery. In such case there will be a notice in the website of the course.

The course “Lab of software application for finance and economics” will teach you how to use the proper software to solve some of the mathematical problems which you will encounter in this course. The teacher of such course is Prof. Anna Maria D’Arcangelis. Information about this course can be found at the web page of such course. Here we provide, for your convenience, the time table of such course (for each Major) whose exam will be done together with the one of this course.

FIN

EC

Wednesday 14.30-15.15 and 15.30-16.15 (online)

Wednesday 9.30-10.15 and 10.30-11.15 (online)

 

 

(B) Precourse, self-evaluation test and tutoring.

The course starts giving for granted the basic arguments (one variable calculus and basic linear algebra) taught at the standard mathematics courses of the italian “laurea triennale” in economics and similar subjects. It is our experience that some students may not remember well such topics, as in many cases they studied mathematics only the first year, while mathematics is a skill that needs to be trained frequently.

Hence the University provides a precourse that summarizes all the basic arguments needed to be able to understand the lectures of the course. 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 and to pass the exam.

This year, due to the COVID-19 emergency, the precourse has not been taught face-to-face. Nevertheless the students can find the precourse material online at this site:

https://learn.luiss.it/course/view.php?id=1814

It is compulsory for all students to study the precourse (unless they perfectly remember all the topics treated there). It is also compulsory to take the final self-evaluation test of the precourse and to communicate the result to the precourse teacher (Dr. Antonio Veredice: antonio.veredice at uniroma1.it) not later than Monday, September 21, 2020, at 23.59. The students who get a grade strictly less than 18 in the self-evaluation test must contact (not later than Monday, September 21, 2020, at 23.59) the tutor Andrea Drago (andrea.drago at uniroma1.it) or the precourse teacher Antonio Veredice to agree about a recovery plan that helps them to be able to understand the course.

The tutor Andrea Drago (which will not be at the exam) is available to help (online) all students which have problems in following the course. He can be contacted by email at andrea.drago at uniroma1.it. The first appointment with him will be Monday, September 21, h 17-19.

 

Office hours and forums

The office hours below are valid only during the course (i.e. from September 21, 2020 till December 4 2020). After the course the office hours will be only by appointment (to agree personally or by email). During the course it is always possible to ask questions after the lectures and/or request supplementary office hours by email. In some cases office hours will be advertised in the section “Hot News” at the beginning of this web page.

Professor: Fausto Gozzi. Wednesday h.8.00-9.00 (online over Microsoft Teams). Email: fgozzi at luiss dot it).

Assistants.
Federica Ferretti: Monday 17:30 – 18:30. Email:  f.ferretti@uniroma1.it
Giulia Pisegna: Tuesday 17-18. Email: giulia.pisegna@uniroma1.it
Antonio Veredice: see the site of the precourse: https://learn.luiss.it/course/view.php?id=1814

Tutor: Andrea Drago. Contact him by email at andrea.drago@uniroma1.it. The first appointment with him will be Monday, September 21, h 17-19.

To interact with the professor and the assistants and/or among them, the students can also use the forums which are activated on the page of this course on the luiss learn website. Every student can post and/or ask questions on the general forum which includes both Majors or on the specific forum of its own Major. This should be the standard way to ask questions about the course. Of course, for private questions, the students should use the email.

(D) 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

Autori: C. Pocci, G. Rotundo, R. de Kok
MATLAB for economics ans financial applications.
Maggioli Editore, 2016.

 

(E) Preliminary program and effective one

Here is the line to the preliminary program published on the Luiss site:

http://www.luiss.it/cattedreonline/corso/SEU/0/19FLMF1/2019

Final program of the same course of last year

ContentofLecturesENFall2019

The program for this year will be different for the two majors and it will be posted here after the course.

Here you find the contewnt of lecturews, together with references, almost every week

Week1ContentofLecturesENGECFall2020

Week2ContentofLecturesENGECFall2020

Week3ContentofLecturesENGECFINFall2020

Week4ContentofLecturesENGECFINFall2020

Week5ContentofLecturesENGECFINFall2020

Week6ContentofLecturesENGECFINFall2020

Week7ContentofLecturesENGECFINFall2020

Week8ContentofLecturesENGECFINFall2020

Week9ContentofLecturesENGECFINFall2020

Week10ContentofLecturesENGECFINFall2020

 

FinalContentofLecturesENGECFINFall2020

Here is the program where some typos were corrected

NewContentofLecturesENGECFINFall2020

(F) Exams rules

There will be no mid term exam.

The exam consists of a written test and an oral test. The written test must be carried out face-to-face. If, due to the COVID emergency, this will not be possible, then the written test will not take place and the exam will consist only of the oral test.
The exam program consists of two parts: the first part (P1) concerns basic topics with some basic applications; the second (P2) concerns slightly less basic topics and some more applied models. Students can decide to take only the first part (P1) and in this case the final grade will be a maximum of 25.
There is a two-point bonus for those who, enrolled at the academic year 2020-21, take the exam within the February session.
For those who take the exam only on the first part, if the grade plus the bonus is greater than 25, the student can only register 25.
Part of the course, as emphasized in the content of lectures, is called “optional” in the following sense:
1) Students that wants to get a degree less or equal to 28 can avoid studying this part and will not receive questions about it. The degree will be at most 28 (included the bonus).
2) Students that wants to get a degree possibly more than 28 must study this part and will receive one or more questions about it. The the degree may be more than 28.
If the student does not answer correctly to at least one question of the optional part the grade cannot be more than 28, including the bonus.

(i) The case in which it is possible to carry out written tests face-to-face.
The student who has achieved a sufficient mark in the written test can choose to:

a) record the grade (without taking the oral exam);
b) take the oral exam.

In case a) the maximum grade that can be recorded is 25 (therefore a student with a grade higher than 25 in the written test who decides not to take the oral exam could record a maximum of 25).

Important note. In this case the choice to register the grade without taking the oral exam must be validated by the professor. For some students the professor may decide that the oral exam is needed in any case.
If the student decides to take the oral exam (case b)), the final mark, expressed out of thirty (X / 30), will depend on the combined result of the two tests, and therefore may be higher or lower than the mark of the written test. The student may also be rejected (regardless of the grade of the written exam) if the oral exam is seriously insufficient. In this case, the student will have to repeat the written test in a subsequent exam.
The questions proposed in the oral exam concern both theory topics and practical exercises.
A sufficient grade obtained in the written test is maintained until the last useful exam session of the current academic year and no later than that date (without any exception). Therefore, it is possible to plan any oral exam in a subsequent session with respect to the one in which the written exam was taken, as long as it relates to the same academic year.
The student has the right to refuse the grade of the written test and/or the oral test. The refusal of the grade obtained in the oral test entails the need to take the written test again in any of the subsequent sessions foreseen in the exam calendar.
Structure of the written test (if any).
The written test consists of two distinct parts (P1 and P2) from which the written test is passed.◦ P1 includes exercises concerning Part 1 of the course program and the score is indicated with v1.
◦ P2 includes exercises concerning Part 2 of the course program and the score is indicated with v2.
◦ The two tests relating to P1, P2 are provided in the same day. At the end of the test relating to P1, the students deliver P1 and after a brief break the test relating to P2 proceeds.
◦ The overall grade of the written test is equal to v1 + v2.
◦ The written test is sufficient if the score obtained in the first part is greater than or equal to 12 and if the sum of the scores is at least 18. In other words, the following conditions must be met: v1> = 12 and v1 + v2> = 18 .
◦ The student has the right to take the written test relating to P1 and/or P2 in separate sessions. In this case, the grade obtained in one of the two parts is maintained until the last useful exam session of the current academic year and no later than that. The written test may include theory questions and is completely “closed-book”: it is not allowed to consult books and / or notes and the use of electronic devices of any kind is not allowed.
The written test can be repeated at 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. People using any of such devices or violating rules will be carefully prosecuted.


(ii) The case when it is NOT possible to carry out written tests face-to-face.
The exam will be oral only and will necessarily take place online.
The student must communicate whether she/he intends to carry out the oral exam on the whole program or only on the first part (P1).
In case of oral only on the first part, the maximum achievable mark will be 25.
In the event of an oral on both sides, the vote will have no restrictions (neither upwards nor downwards).
If a student takes the oral exam on the first part and refuses the grade, she will then have to repeat the exam.

It is possible for a student to to take separately the two parts but only in the following way:

  • first take the first part;
  • then take the second part at the next available official exam (e.g. first part in December, second in February; or first part in February and second in June, etc);
  • the grade after the first part will be at most 25. The degree after the second part can be bigger or smaller.

If a student wants to study also the optional part she can choose to answer to optional parts of part 1 when she does the exam of part 2

The written test can be repeated at 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 oral exam cancels all the previous written/oral tests. Hence if a students does not take the vote of the oral exam she/he has to repeat the exam.

 

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

(G1) Slides

_________________________________________________________

(G1.1) Economics

Week 1: up to page 62 of the slides:

SlidesFGMethodsFirstPartFallEC2020

Below the pdf files with the notes of the first week (p.1-62)

SlidesFGMethodsFirstPartFallEC2020.pdf

 

Week 2: from page 63 till page 100 of the slides below

SlidesFGMethodsFirstPartFallEC2020

Below the pdf files with the notes of the second week (p. 63-100)

Week2SlidesFGMethodsFirstPartFallEC2020.pdf

 

Week 3: from page 101 till page 111 of the slides of Week 2. Here is the version of the slides of week 2 with the notes updated to the lecture of Monday, October 5.

Week2SlidesFGMethodsFirstPartFallEC2020.pdf

Then also the following slides on complex numbers:

Complex_Numbers_Slides (6)

Finally also the following slides on linear operators (without notes)

Week3LecturesFG2020LinOp

Here the same slides with the notes

Week3LecturesFG2020LinOpEC.pdf

 

Week 4: Use the following slides

Week4LecturesFG2020Spectrum

Here the same slides with the notes

Week4LecturesFG2020SpectrumEC.pdf

 

Week 5: Use the following slides

Week5LecturesFG2020LinOpSpec

Here the same slides with the notes

Week5LecturesFG2020LinDynSystEC.pdf

 

Week 6: Use the following slides

Week6LecturesFG2020DSAppLin

Here the same slides with the notes

Week6LecturesFG2020DSAppLinEC.pdf

Lecture of Friday, October 30 2020

LectureFriday30October2020EC

__________________________________________________________

(G1.2) Finance

Week 1: up to page 62 of the slides:

SlidesFGMethodsFirstPartFall2020FIN

Below the pdf files with the notes of the first week (p.1-62)

SlidesFGMethodsFirstPartFall2020FIN.pdf

 

Week 2: from page 63 till page 100 of the slides below

SlidesFGMethodsFirstPartFall2020FIN

Below the pdf files with the notes of the second week (p. 63-100)

Week2SlidesFGMethodsFirstPartFall2020FIN.pdf

 

Week 3: from page 101 till page 111 of the slides of Week 2. Here is the version of the slides of week 2 with the notes updated to the lecture of Monday, October 5.

Week2SlidesFGMethodsFirstPartFall2020FIN.pdf

Then also the following slides on complex numbers:

Complex_Numbers_Slides (6)

Finally also the following slides on linear operators (without notes)

Week3LecturesFG2020LinOp

Here the same slides with the notes

Week3LecturesFG2020LinOpFIN.pdf

 

Week 4: Use the following slides

Week4LecturesFG2020Spectrum

Here the same slides with the notes

Week4LecturesFG2020SpectrumFIN.pdf

 

Week 5: Use the following slides

Week5LecturesFG2020LinOpSpec

Here the same slides with the notes

Week5LecturesFG2020LinDynSystFIN.pdf

 

Week 6: Use the following slides

Week6LecturesFG2020DSAppLin

Here the same slides with the notes

Week6LecturesFG2020DSAppLinFIN.pdf

Lecture of Friday, October 30 2020

LectureFriday30October2020FIN

____________________________________________________________

(G2) Tutorials for both majors

Tutorial1part1MMEF2020FG

SolutionsTutorial1part1MMEF2020FG

 

Tutorial2MMEFfall2020FGJacobianIFT

SolutionTutorial2MMEFfall2020FGJacobianIFT

 

Tutorial3complexnumbersWithSolutions2020

 

Tutorial4MMEF2020basiclinearalgebra

Tutorial5MMEF2020Eigenvalues

Tutorials4-5MMEF2020solutions

 

Tutorial6MMEF2020DynSyst

NewSolutionsTutorial6MMEF2020DynSyst

__________________________________________________________________

(G3) TA sessions

(G3.1) Economics

TA1_sets_curves_derivatives

TA2_Tangents_IFT_Basis

TA3_basis_eigenvalues_eigenvectors

TA4_power_exp_linearDS

 

 

(G3.2) Finance

TA1_Sets_Parametriceq_Derivatives

TA2_tangents_IFT_changeofbasis

TA3_basis_eigenvalues_eigenvectorsF

TA4_Dyn_Sys1_Affine

 

 

(G3.3) Extra TA (both majors)

TA 21_10

Orbits-Traj-AffineDS_29_10

__________________________________________________________________

(G4) More material on the first part (seminars, answer to interesting students’ questions, etc)

This material is optional (i.e. it can be asked to students that aim to get a grade bigger than 28)

(G4.1) Slides of prof. Gianna Del Corso (Unipi) on Web Search Engines

DelCorsoluiss2

(G4.2) Two papers on the Richardson’s arms race model

RichardsonByBigelowPhaseProtr

RichardsonByMosesOfCourseNot

__________________________________________________________________

__________________________________________________________________

 

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

(H1) Slides

(H1.1) Economics

Weeks 7-8

Slides on Nonlinear Dynamical System (preliminary version):

Dispeqdiff2020

Slides with notes of the teacher week 7:

DispeqdiffEC2020.pdf

Lecture of Friday, November 6 2020:

LectureFriday6November2020Part1

LectureFriday6November2020Part2

Slides with notes of the teacher Weeks 7-8 (plus the notes on climate change modeling) :

DispeqdiffEC2020NEW.pdf

Lecture of Wednesday, November 11:

2020-11-12-Note-11-35

 

Week 9

Slides on Unconstrained Optimization

Week9SlidesFGMethodsFirstPartFallEC2020

Week9bisSlidesFGMethodsFirstPartFallEC2020

Here the same slides with the notes

Week9SlidesFGMethodsFirstPartFallEC2020.pdf

Week9bisSlidesFGMethodsFirstPartFallEC2020.pdf

Lecture of Wednesday, November 18:

Lecture18Nov2020EC

 

Week 10

Slides on Constrained Optimization (first part)

Week10SlidesFGMethodsFirstPartFall2020EC

Here the same slides with the notes

Week10SlidesFGMethodsFirstPartFall2020EC.pdf

Lecture of Wednesday, November 25:

Lecture25Nov2020EC

 

Week 11

Slides on Constrained Optimization (second part)

Week11SlidesFGMethodsFirstPartFallEC2020

Here the same slides with the notes

Week11SlidesFGMethodsFirstPartFallEC2020.pdf

Slides on cooperation and competition (Preliminary Version)

Beamer_CooperazioneFG1Dec2020.pdf

 

_______________________________________________________

(H1.2) Finance

Weeks 7-8

Slides on Nonlinear Dynamical System (preliminary version)

Dispeqdiff2020

Slides with notes of the teacher, week 7:

DispeqdiffFIN2020.pdf

Lecture of Friday, November 6 2020:

LectureFriday6November2020Part1

LectureFriday6November2020Part2

Slides with notes of the teacher Weeks 7-8 (plus the notes on climate change modeling):

DispeqdiffFIN2020NEW.pdf

Lecture of Thursday, November 12:

2020-11-12-Note-11-35

 

Week 9

Slides on Unconstrained Optimization

Week9SlidesFGMethodsFirstPartFall2020FIN

Week9bisSlidesFGMethodsFirstPartFall2020FIN

Here the same slides with the notes

Week9SlidesFGMethodsFirstPartFall2020FIN.pdf

Week9bisSlidesFGMethodsFirstPartFall2020FIN.pdf

Lecture of Thursday, November 19:

Lecture19Nov2020FIN

 

Week 10

Slides on Constrained Optimization (first part)

Week10SlidesFGMethodsFirstPartFall2020FIN

Here the same slides with the notes

Week10SlidesFGMethodsFirstPartFall2020FIN.pdf

Lecture of Thursday, November 26:

Lecture26Nov2020FIN

 

 

Week 11

Slides on Constrained Optimization (second part)

Week11shortSlidesFGMethodsFirstPartFall2020FIN

Here the same slides with the notes

Week11shortSlidesFGMethodsFirstPartFall2020FIN.pdf

Slides on portfolio optimization

Week11bisSlidesFGMethodsFirstPartFall2020FIN

Here the same slides with the notes

Week11bisSlidesFGMethodsFirstPartFall2020FIN.pdf

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(H2) Tutorials

Tutorial7MMEF2020NonLinDynSyst

SolutionsTutorial7MMEF2020NonLinDynSyst

 

Tutorial8MMEFfall2020UnconstrainedOptimization

SolutionsTutorials8MMEFfall2020UncOpt

 

Tutorial9MMEFConstrainedOptimization1Fall2020

SolutionsTutorial9MMEFConstrainedOptimization1Fall2020

 

Tutorial10MMEFConstrainedOptimization2Fall2020

SolutionsTutorial10MMEFConstrainedOptimization2andEnvelopeFall2020

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(H3) TA Sessions

(H3.1) Economics

TA7_nonlinearDS

AVTA_nonlinearDes&ODEs

Coercivity_Uncon_Optimization

TA_constrainedoptimization_equalityconstrained

AVTA_constrainedoptimization_inequalityconstraints

TA_envelope_rapoport

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(H3.2) Finance

TA7_nonlinearDS

AVTA_nonlinearDes&ODEs

Coercivity_Uncon_Optimization

TA_constrainedoptimization_equalityconstrained

AVTA_constrainedoptimization_inequalityconstraints

TA_ThEnvelope_Portfolio

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(H4) More material on the second part (seminars, answer to interesting students’ questions, etc)

(H4.1) A Jupyter notebook with examples of nonlinear dynamical systems from TA7 is available here:

https://github.com/baby-ff/TA_LUISS

Manfredi_Luiss_11_2018_sent_Fausto

(H4.2) Some missing solutions

TA_nonlinearDes&ODEs_SOL

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