Economia Matemática (1 º Sem 2014/2015)

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)

JOÃO MARTINS FERREIRA DO AMARAL

JOSÉ PEDRO ROMANA GAIVÃO

PAULO MENESES BRASIL DE BRITO



Últimos Anúncios

Publicação de Notas

Exam consultation: Sep 16, 16:00, Math Dept - meeting room 5th floor (Quelhas 6 building).

Breve introdução

Program:

  1. Topology and fixed point theorems (João Ferreira do Amaral, 22 Sep - 10 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, 13 Oct - 31 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 (José Pedro Gaivão, 3 Nov - 21 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, 24 Nov - 12 Dec)
    1. Calculus of variations: the variational principle
    2. Pontriyagin's maximum principle
    3. Dynamic programming principle