LUISS

MOSEC-MOSFI-Financial Economics: “Mathematical Methods for Economics and Finance” 2012-2013

 

Here you find news and material about the course:

Mathematical Methods for Economics and Finance 2012-2013

 Comments are welcome.

NEWS:

Here you find the text and solutions of the exam of 02 July 2013

SolutionThirdExam02July2013text

and the results

2013-07-02_tabella_punteggi

Here you find the text and solutions of the exam of 30 January 2013

SolutionsSecondExam30Jan2013

and the results

2013-01-30_tabella_punteggi

Here you find the text and solutions of the exam of 18 December 2012 with a correction done Dec 29.

FirstExam18Dec2012text

and here the results

tabella_punteggi1
Link to the official syllabus of this course

http://www.luiss.it/mosec/courses/mathematics/

 

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: Mauro Rosestolato. Email: mrosestolato at luiss dot it

 

Office hours:

Fasto Gozzi: Wednesday 17-18, Office at fifth floor. Moreover after the lectures or by appointment (to agree personally or by email at fgozzi at luiss dot it).

Mauro Rosestolato: Tuesday 17-18, after the lectures or by appointment (to agree personally by email at mrosestolato 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

(a) (from September 24 till October 26)

– Wednesday, 8-9.45, room 306

– Wednesday, 12-13.45 , room 306

(b) (from October 29 till December 6)

– Wednesday, 8-9.45, room 306

– Wednesday, 10-11.45 , room 306

 

Exercise sections

– Tuesday 16-17.45, room 306

 

Exams

MIDTERM EXAM:

– October 31 (Wednesday): 13.45 – 15.45. Room 203.

MidTermExam31Oct2012

Results

Copia di Midterm31ott12risultatirivisti

FINAL EXAM (dates to be confirmed):

– Tuesday, December 18 (written test) h.15; and Wednesday, December 19 (registration) h. 12.

– Wednesday, January 30 (written test) h.15;  and Thursday,  January 31 (registration) h.11

 

Exams rules

The exam  is only written. The exam is  closed book. So no book or other text is allowed at the exam. Each student can bring with him an A4 sheet (possibly double face) with formulas there.

 

Content of Lectures and notes given by the teacher

ContentofLecturesMosec2012week1

ContentofLecturesMosecFall2012week3

ContentofLecturesMosecFall2012week4

ContentofLecturesMosecFall2012week5

ContentofLecturesMosecFall2012week6

ContentofLecturesMosecFall2012week7

ContentofLecturesMosecFall2012week8

ContentofLecturesMosecFall2012week9

ContentofLecturesMosecFall2012week10

ContentofLecturesMosecFall2012week11FINAL

 

Notes on Dynamical Systens: see the site of the previous year.

Notes on Dynamic Optimization: in the site of the previous year you find an old version.  Here I put a corrected version.

dispoptdinNapoliNov2012new

 

Homework/Tutorials

Tutorial1Mosec2012EScomplexnumbers

solvedproblemsoncomplexnumbers

 

Tutorial2Mosec2012basiclinearalgebra

Tutorial3MosecEIGENVALUESANDDYNAMICS

Tutorial 2-3Mosec2012allsolutions

 

 

Tutorial4Mosec2012UnconstrainedOptimization

OLD NEWS
3- The Office Hours of Wednesday, October 31 (17-18) will not be done.

0. You find now a slightly corrected version of tutorial 8 (small addition in the last two exercises) and the solution of it.

Moreover you also find new exercises on Dynamic Optimization.

1.  A corrected version of the notes on Dynamic Optimization is online together with Tutorial 9.

2. – In the site of the previous year now you find also the text and solutions of the exams.

3. – In the site of the previous year you find the notes on Dynamical Systems .

I suggest you to print them and to bring them at the lectures next Wednesdays.

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