CIVICA ESR
COURSE CATALOGUE

31 August 2021

Bocconi University

INTRODUCTION TO MATHEMATICS

Course Description:The course will cover the standard mathematical tools that are required for subsequent Ph.D. courses in Economics and Finance. We s...

Course Description:The course will cover the standard mathematical tools that are required for subsequent Ph.D. courses in Economics and Finance. We start with basic set theory and logic. Then, we study/review linear algebra and basics of convex sets and functions from a higher standpoint. We move on to real analysis (topology) and convex analysis, with applications to economics and finance. Then, after studying/reviewing multi-variable calculus from a higher standpoint, we study (static) optimization and comparative statics of optimization problems. Finally, we briefly study dynamic programming. For some economic applications of the course materials and static and dynamic economic optimization problems, we will also study numerical implementation with MATLAB . The course will cover both abstract mathematics and applications to economics and finance. For core mathematical concepts whose conceptual or logical understanding is essential, the course materials (lectures and problem sets) are largely proof-based. In contrast, for certain topics when the emphasis of the course is for you to be able to use certain mathematical results correctly in applied settings, the focus during the course is to enable you to understand and use the results correctly as a user. The detailed syllabus (for example, with information on office hours) will be distributed at the course website. ----- All CIVICA students are offered the possibility to attend Bocconi courses online. The possibility to attend Bocconi courses in person must be decided on a case-by-case basis (taking into account the pandemic restrictions and the classroom capacity). Please specify your preference during the application. After the application period is over, we will inform CIVICA students willing to come to Bocconi about the possibility of attending in person. ----- Schedule: go to http://didattica.unibocconi.eu/lezioni and search by code 40312.
Teachers:
  • SATOSHI FUKUDA (Bocconi University)
Entry requirements: Undergraduate-level Calculus, Matrix/Linear Algebra, and Probability required for economics and finance.
Assessment: A combination of problem sets (both theory and programming) and final exam. Precise information will be announced.
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Register to course
Hybrid (class + online simultaneous)
31/08/21 - 18/10/21
Reg. deadline: 30/07/21
Credits: 0