Economia Matemática (1 º Sem 2013/2014)
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
JOÃO MARTINS FERREIRA DO AMARAL
Últimos Anúncios
Publicação de Notas
15-09-2014 13:11
Exam consultation: 17/9 4pm, office 502 Math Department
- 03-02-2014 15:14 - Publicação de Notas
- 03-02-2014 15:14 - Publicação de Notas
- 04-02-2014 13:27 - Publicação de Notas
- 04-02-2014 13:26 - Publicação de Notas
- 04-02-2014 13:26 - Publicação de Notas
Breve introdução
Program:
- Topology and fixed point theorems (João Ferreira do Amaral, 17 Sep - 4 Oct)
- Metric spaces and notions of topology
- Fixed point theorems: existence of Nash equilibrium
- Hyperplane separability
- Optimization in Rn (João Lopes Dias, 8 Oct - 25 Oct)
- Unsconstrained optima
- Equality constraints and the Lagrange multipliers method
- Inequality constraints and the Khun-Tucker theorem
- Difference and differential equations (Gianluigi Del Magno, 29 Oct - 15 Nov)
- Linear difference and stability of fixed points
- Linear differential equations
- Diagonalization of matrices and the exponential matrix
- Dynamic optimization (Paulo Brito, 19 Nov - 6 Dec)
- Calculus of variations: the variational principle
- Pontriyagin's maximum principle
- Dynamic programming principle