Mathematics

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This is the home page of the course "Mathematics" of the International Master in Economics and Finance, IMEF, 2010/11.

Schedule

Prof. Tolotti will review calculus and cover linear algebra, free and constrained optimization.

First week (Pellizzari): differential equations, first order linear ODEs;
Second week (Pellizzari): second order ODEs and calculus of variations;
Third week (Pellizzari): Euler formula and applications, dynamic programming and review.

Problem sets

You will be assigned one problem set each week.

First problem set, deadline September 28th.
Second problem set, deadline October 5th.
Third problem set deadline examination date (October 11th).

Please bring the third homework with you at the exam. I'm expecting you to be able to solve the kind of problems presented in class and in the three homeworks. The examination is closed-book.

I'll be available to students on Friday 8th from 14.30 to 16.00.

Various material

This is the paper by Baumol, that we will be discussed. Read the introduction and the section "A differential equation model", page 268.

Download a past final test (another one, with solutions).

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