Syllabus
Updated A.Y. 2021-2022
Academic year 2021-2022
Calculus
- Integral Calculus. Definite and indefinite integrals, Integral properties, The fundamental theorem of calculus, Integration by parts and integration by substitution, Improper integrals
Linear Algebra
- Matrices. Matrix algebra, Determinant, Trace, Rank, Inverse Matrix.
- Linear Spaces. The algebra of vectors, Euclidean Spaces, Inner product, Linear independence.
- Systems of Linear equations. Cramer’s Theorem, Cramer’s rule, Rouche Capelli theorem.
- Eigenvalues and eigenvectors.
Optimization
- Calculus of several variables. Domain, Partial derivatives, gradient, hessian matrix. Stationary points. Countour curves.
- Unconstrained optimization. First and second order conditions
- Constrained optimization with Equality constraints. First and second order conditions
Book: Carl P. Simon, Lawrence Blume, Mathematics for Economists