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
Últimos Anúncios
Publicação de Notas
11-09-2015 14:59
Exam consultation: Sep 16, 16:00, Math Dept - meeting room 5th floor (Quelhas 6 building).
- 02-02-2015 12:18 - Publicação de Notas
- 22-01-2015 17:58 - Publicação de Notas
- 20-01-2015 01:12 - Publicação de Notas
- 19-01-2015 12:33 - Publicação de Notas
Breve introdução
Program:
- Topology and fixed point theorems (João Ferreira do Amaral, 22 Sep - 10 Oct)
- Metric spaces and notions of topology
- Fixed point theorems: existence of Nash equilibrium
- Hyperplane separability
- Optimization in Rn (João Lopes Dias, 13 Oct - 31 Oct)
- Unsconstrained optima
- Equality constraints and the Lagrange multipliers method
- Inequality constraints and the Khun-Tucker theorem
- Difference and differential equations (José Pedro Gaivão, 3 Nov - 21 Nov)
- Linear difference and stability of fixed points
- Linear differential equations
- Diagonalization of matrices and the exponential matrix
- Dynamic optimization (Paulo Brito, 24 Nov - 12 Dec)
- Calculus of variations: the variational principle
- Pontriyagin's maximum principle
- Dynamic programming principle