Economia Matemática (1 º Sem 2012/2013)

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

JACINTO CORREIA BRAGA

JOÃO MARTINS FERREIRA DO AMARAL

PAULO MENESES BRASIL DE BRITO


Últimos Anúncios

Publicação de Notas
07-02-2013 13:04

Exam consultation: Fri 15h - Mathematics Department, office 502 (to be confirmed - check the webpage before)

Breve introdução

Program:

  1. Topology and fixed point theorems (João Ferreira do Amaral) 18 Set - 2 Oct
    1. Metric spaces and notions of topology
    2. Fixed point theorems: existence of Nash equilibrium
    3. Hyperplane separability
  2. Optimization in Rn (Jacinto Braga) 9 Oct - 26 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 and João Lopes Dias) 30 Oct - 23 Nov
    1. Linear difference and stability of fixed points
    2. Iteration of nonlinear maps and chaos
    3. Linear differential equations
    4. Diagonalization of matrices and the exponential matrix
  4. Dynamic optimization (Paulo Brito) 27 Nov - 14 Dec
    1. Calculus of variations: the variational principle
    2. Pontriyagin's maximum principle
    3. Dynamic programming principle