Mathematics for economics

A.A. 2018/2019
6
Crediti massimi
56
Ore totali
SSD
MAT/06
Lingua
Inglese
Obiettivi formativi
"The aim of the course is to provide basic mathematical methods for solving a wide range of applications in economics.
Main topics of the course are: Linear Algebra, Functions of Several Variables and Optimization Problems.
"
Risultati apprendimento attesi
Basic mathematical methods and tools required to read and understand contemporary literature and modelling in economics.
Corso singolo

Questo insegnamento non può essere seguito come corso singolo. Puoi trovare gli insegnamenti disponibili consultando il catalogo corsi singoli.

Programma e organizzazione didattica

Edizione unica

Responsabile
Periodo
Primo semestre

Programma
System of Linear equations: examples. General form, Matrix and Vector representation, basic techniques for solving linear system. Rank of matrix and Rouché-Capelli Theorem. Matrix algebra: basic operations, scalar and matrix multiplication. Transpose Matrix. Square Matrix. Determinant. Inverse Matrix. Special kind of matrices. Quadratic Form. Eigenvalues and Eigenvector. Real vector spaces. Linear combination, dependence and linear independence. Basis and dimension in R^n. Algebra of vectors, inner product and Norm. Linear Transformation and Linear subspaces. Basic Calculus functions of one variable. Functions of several variables: graphs of functions of Two Variables, Level Curves. Special Kinds of functions: linear functions, quadratic functions. Domain, continuity and partial derivatives. Differentiability. Directionalderivatives. Gradients. Second order Derivatives. Hessian matrix. Concave and convex functions. Optimization problems: Definition of local and global minimum/maximum. First and Second order conditions for unconstrained problems. Constrained optimization: equality constraints and Lagrange Multipliers. Inequality constraints and Kuhn Tucker conditions. Linear programming (Basic)
Informazioni sul programma
The exam is in English. The exam consists of a written test and a possible oral test. The oral part is compulsory if the score of the written exam is between 15 and 17.
Propedeuticità
none
Prerequisiti
Basic Calculus: Functions of one variables and their properties. Continuity and differentiability. Single-variable optimization. Integration. Matrix and vector algebra.
Materiale di riferimento
Readings: Simon, C.P. and Blume, L.E. (1994): "Mathematics for Economists", Norton, W. W. & Company, Inc.
MAT/06 - PROBABILITA' E STATISTICA MATEMATICA - CFU: 6
Esercitazioni: 16 ore
Lezioni: 40 ore
Docente: Naldi Giovanni
Docente/i