Economia Matemática (1 º Sem 2013/2014)

EC (Economia) , EMF (Economia Monetária e Financeira) , MF (Mathematical Finance)

  • This course consists of four modules (see the program below)
  • It is recommended 7h/week of individual work

Corpo Docente

JOÃO LOPES DIAS (Responsável)

GIANLUIGI DEL MAGNO

JOÃO MARTINS FERREIRA DO AMARAL

PAULO MENESES BRASIL DE BRITO



Últimos Anúncios

Publicação de Notas

Exam consultation: 17/9 4pm, office 502 Math Department

Breve introdução

Program:

  1. Topology and fixed point theorems (João Ferreira do Amaral, 17 Sep - 4 Oct)
    1. Metric spaces and notions of topology
    2. Fixed point theorems: existence of Nash equilibrium
    3. Hyperplane separability
  2. Optimization in Rn (João Lopes Dias, 8 Oct - 25 Oct)
    1. Unsconstrained optima
    2. Equality constraints and the Lagrange multipliers method
    3. Inequality constraints and the Khun-Tucker theorem
  3. Difference and differential equations (Gianluigi Del Magno, 29 Oct - 15 Nov)
    1. Linear difference and stability of fixed points
    2. Linear differential equations
    3. Diagonalization of matrices and the exponential matrix
  4. Dynamic optimization (Paulo Brito, 19 Nov - 6 Dec)
    1. Calculus of variations: the variational principle
    2. Pontriyagin's maximum principle
    3. Dynamic programming principle