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
11-09-2015 14:59

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