Economia Matemática (1 º Sem 2011/2012)

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

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

Corpo Docente

JOÃO LOPES DIAS (Responsável)

DIOGO MARTINS DE ALMEIDA DE ARAUJO PINHEIRO

GIANLUIGI DEL MAGNO

JACINTO CORREIA BRAGA

JOÃO MARTINS FERREIRA DO AMARAL


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Publicação de Notas
07-02-2012 23:31

Notas após revisão de provas

Breve introdução

Program:

  1. Topology and fixed point theorems (João Ferreira do Amaral)
    1. Metric spaces and notions of topology
    2. Fixed point theorems: existence of Nash equilibrium
    3. Hyperplane separability
  2. Optimization in Rn (Jacinto Braga)
    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 and Joao Lopes Dias)
    1. Diagonalization of matrices and the exponential matrix
    2. Linear difference and differential equations
    3. Stability of fixed points
    4. Iteration of nonlinear maps and chaos
  4. Dynamic optimization (Diogo Pinheiro)
    1. Calculus of variations: the variational principle
    2. Pontriyagin's maximum principle
    3. Infinite horizon problems