Contents of the course: Mathematical methods for economics and finance - Mod. a

The students will be able to use the main mathematical instruments to study and solve optimization problems in economics and finance.

(1) Functions of several variables
(2) Unconstrained optimization
(3) Constrained optimization with equality constraints
(4) Constrained optimization with inequality constraints
(5) MatLab: optimization toolbox
(6) Economic and financial applications

• 1.  (C) C. P. SIMON - L. E. BLUME Mathematics for Economists W W Norton & Co Inc, Londra, 1994 » Pagine/Capitoli: Chapters 14,16,17,18,22,30

Slides available online

• Lessons and practical exercises with the MatLab optimization toolbox

• The final exam is written and contains: (1) theoretical questions to assess the level of
  understanding of the theory (2) practical exercises to evaluate the ability to solve a
  given problem also by using the software MatLab. Both parts must be sufficient
  

English will be the teaching language

English will be the language used in the written exam