KECD 2240 - INTRODUCTION TO MATHEMATICS FOR ECONOMICS
Abstract
This course is devoted to make students more comfortable with basic concepts of maths for economists, to understand quantitative economics, econometrics. Students learn how to apply the mathematical concepts by manipulating concrete examples and economic models. This course adapts to the level/expectations of students.
1. Fundamentals and one-variable calculus
Convergence of sequences and series, continuity, derivatives, Taylor's theorem, local comparison of functions, sequences and series of functions, applications.
2. Integral calculus
De nite and inde nite integrals, parameter integrals (optional), applications.
3. Linear algebra: reminders
Matrices, linear maps, determinants, systems of linear equations, diagonalization.
4. Multivariate analysis
Continuity, partial derivatives, gradient, differentiability, hessian, convexity, applications.
5. Refreshment in optimization
Unconstrained optimization, constrained optimization (Lagrangian, inequality constraints, Kuhn Tucker conditions), applications to microeconomics.
6. Ordinary differential equations (optional)
General set up and Fundamental Theorem, resolution of linear scalar rst and second order differential equations, systems of equations, applications.
Juan Sebastian IVARS
Cours magistral et conférences
English
Autumn 2022-2023
De la Fuente, A. (2000). Mathematical methods and models for economists. Cambridge University Press. Simon, C. P., Blume, L., et al. (1994). Mathematics for economists, volume 7. Norton New York. Sydsæter, K., Hammond, P., Seierstad, A., and Strom, A. (2