How is UCLA's Math Econ

Advanced Mathematics for Economics and Finance

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This lecture is aimed at students of the MSc VWL and MSc Economics (all profiles) who are at the beginning of their studies. Mathematical tools going beyond the undergraduate level are provided. The lecture will cover a range of relevant mathematical tools and techniques that are typically required for further studies in economics.

At the end of the course students should be able to understand and apply these tools. The methods discussed in class help students to read current economic research papers and work with economic models. Thus, they might be able to fully concentrate on the economics in their economic courses. During the semester the students practice the methods which are discussed in class with the help of problems sets.

  • Topics in Linear Algebra
  • Multivariate Calculus
  • Static Optimization
  • Differential Equations
  • Probability Theory


Weekly appointmentWednesdays 2: 3pm - 4pm,
The lecture takes place virtually in Zoom via ILIAS.First appointmentNovember 04, 2020
 languageEnglish
 Previous knowledge

Good command of calculus and linear algebra at the undergraduate level

ECTS6
 Final exam

120 min. Written final exam.

You can find the current examination dates on the homepage of the examination office.

In order to identify yourself correctly, please bring your UniCard to the exam AND Your identity card!

For more detailed information on registering for exams and the relevant deadlines, please refer to the websites of the Examination Offices for Economics, Economics and Mathematics.

ILIAD

Lecture materials are made available on ILIAS. The ILIAS password required for access to the lecture materials will be announced in the first lecture!
 

CreditingThe lecture can be credited as follows:

in the M.Sc. Economics in the Profile line "Finance", "ISNE" and "Economics and Politics";

in the M.Sc. Economics according to PO 2014 in:

  • Accounting, Finance, and Taxation
  • Business analytics;
  • Empirical economics;
  • Network Economics and IT Risk Management;
     

in the M.Sc. Business administration as an elective module Economics or Quantitative methods.

literature"Further mathematics for economic analysis" (Knut Sydsaeter, Peter Hammond, Atle Seierstad, Arne Strom)