MATHEMATICS FOR ECONOMICS - 86066

courses

ID:

86066

Dettaglio:

SSD: Mathematics for Economics, Actuarial Studies and Finance Duration: 48 CFU: 6

Located in:

BERGAMO

Url:

Course Details:

ECONOMICS - 86-270/Economia Year: 2

Year:

2025

Date/time interval

Primo Semestre (15/09/2025 - 19/12/2025)

Course Objectives

The course aims to introduce the concepts of real analysis necessary to understand the methods and models used in economics and finance. The course is divided into two main parts. The first part is devoted to mathematical programming and ordinary differential equations. The second part focuses on the theory of interest, including accumulation functions, annuities and loan repayments.

Course Prerequisites

Compulsory prerequisites required (Propedeuticità) are published on the web site of the Course degree.

Teaching Methods

The teaching method includes lectures and tutoring.

Assessment Methods

The exam will consist of a written test, followed by an oral test upon admission.

The course is structured in two parts.

The first part is dedicated to:

Matrices and vectors with algebraic operations and their properties
Determinant and rank of a matrix
Linear dependence and independence between vectors
Rouché-Capelli's Theorems and Cramer's Theorem for linear system solutions
Multivariable functions: domain, level curves, definition of limit, definition of continuous function, partial derivatives
Taylor formula up to second order for functions in two variables
Eigenvalues and eigenvectors
Quadratic forms and their sign
Free optimization
Constrained optimization with equality constraints: Lagrangian function, necessary and sufficient conditions
Optimization with inequality constraints, Kuhn Tucker conditions, necessary and sufficient conditions for optima with inequality constraints

The second module deals with: