Economia Matemática (1 º Sem 2015/2016)
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
19-09-2016 15:00
Exam consultation: 21 Sep 16h30 office 502 Math Department
A pauta pode ser consultada aqui
- 11-02-2016 14:36 - Publicação de Notas
- 08-02-2016 23:38 - Publicação de Notas
- 21-01-2016 08:13 - Publicação de Notas
Breve introdução
Program:
- Topology and fixed point theorems (João Ferreira do Amaral, 21 Sep - 9 Oct)
- Metric spaces and notions of topology
- Fixed point theorems: existence of Nash equilibrium
- Hyperplane separability
- Optimization in Rn (João Lopes Dias, 12 Oct - 30 Oct)
- Unsconstrained optima
- Equality constraints and the Lagrange multipliers method
- Inequality constraints and the Khun-Tucker theorem
- Difference and differential equations (José Pedro Gaivão, 2 Nov - 20 Nov)
- Linear difference and stability of fixed points
- Linear differential equations
- Diagonalization of matrices and the exponential matrix
- Dynamic optimization (Paulo Brito, 23 Nov - 11 Dec)
- Calculus of variations: the variational principle
- Pontriyagin's maximum principle
- Dynamic programming principle