Calculus and basic Mathematics.

THE STUDENTS WILL BE ABLE TO USE THE MAIN MATHEMATICAL INSTRUMENTS TO STUDY AND SOLVE OPTIMIZATION PROBLEMS IN ECONOMICS AND FINANCE.

The student will be able to address financial flow problems.
The student will also learn linear algebra topics (matrices, eigenvalues, eigenvectors and quadratic forms) and will be able to solve unconstrained and constrained optimization problems with economic and financial applications.
These problems will also be addressed using the Matlab optimization toolbox.

• 1.  (C) C. P. SIMON - L. E. BLUME MATHEMATICS FOR ECONOMISTS W W NORTON & CO INC, LONDRA, 1994 » Pagine/Capitoli: 14,16,17,18,22,30
• 2.  (C) Castagnoli Cigola Peccati Financial calculus with applications Egea, Cesano Boscone, 2013 » Pagine/Capitoli: 1,4,10,13
• 3.  (C) F. S. Hillier, G. J. Lieberman Operations Research McGraw Hill, eleventh edition, 2020
• 4.  (C) E. T. Dowling Introduction to Mathematical Economics Schaum's Outline Series, McGraw-Hill, 2001

SLIDES WILL BE PURSUED BY THE TEACHER.

• Lessons and practical exercises with the MatLab optimization toolbox

• The final exam is written and contains theoretical questions to assess the level of understanding of the theory and practical exercises to evaluate the ability to solve a given problem also by using the software MatLab.

English.

English.