Szkoła Główna Handlowa w Warszawie - Centralny System Uwierzytelniania
Strona główna

Mathematical Economics 120151-D
Ćwiczenia (CW) Semestr letni 2020/21

Informacje o zajęciach (wspólne dla wszystkich grup)

Liczba godzin: 15
Limit miejsc: (brak limitu)
Zakres tematów:

Introduction to the selected topics in mathematical economics including static optimization with and without constraints and basic approaches to modeling dynamic processes. If necessary a remainder in linear algebra including eigenvalues, eigenvectors and Jordan canonical form (including the Jordan basis algorithm).

Static optimization without constraints, static optimization with mixed constraints. First order and second order optimality conditions (necessary and sufficient conditions). Applications to profit maximization, utility maximization, systems of maximization problems (Cournot duopoly) and others selected by a lecturer.

Topics in optimization and calculus including convexity, quasi-convexity, homogeneity and consequences for the optimization problems. Elasticity. CES production function.

Selected by a lecturer: (A) Introduction to the difference equations: first order linear equation with variable coefficients. Applications to calculating present value of a sequence of financial flows, price adjustment in partial equilibrium model with linear demand and supply curves and other selected by the lecturer. (B) Introduction to the differential equations: differential equation, general solution to a differential equation, initial conditions, particular solution to the initial condition problem, theorem on uniqueness of a solution to a differential equation, solutions for selected classes of differential equations. Selected applications in economic modeling.

Selected by a lecturer: (A) Homogeneous and non-homogeneous n-th order linear difference equation with selected classes of functions (undetermined coefficients method). Applications to simple macroeconomic models, others selected by a lecturer. (B) Homogeneous and non-homogeneous n-th order linear differential equation with selected classes of functions (undetermined coefficients method). Applications to simple macroeconomic models, others selected by a lecturer.

Selected by a lecturer: (A) Systems of linear first order difference equations, solution. A notion of equilibrium. Stability and relation to eigenvalues of the coefficient matrix. (B) Systems of linear first order differential equations, solution. A notion of equilibrium. Stability and relation to eigenvalues of the coefficient matrix.

Selected by a lecturer: (A) Selected topics in qualitative analysis of non-linear systems of difference equations. Stability of equilibrium (Lapunov theorem). Economic applications, e.g. price adjustment with non-linear demand and supply functions, learning in Cournot duopoly, other selected by a lecturer. (B) Selected topics in qualitative analysis of non-linear systems of differential equations. Stability of equilibrium (Lapunov theorem). Economic applications, e.g. price adjustment with non-linear demand and supply functions, learning in Cournot duopoly, other selected by a lecturer.

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Grupa Termin(y) Prowadzący Akcje
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Właścicielem praw autorskich jest Szkoła Główna Handlowa w Warszawie.
al. Niepodległości 162
02-554 Warszawa
tel: +48 22 564 60 00 http://www.sgh.waw.pl/
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