Advanced Mathematics
Lecturer
prof. Luciano Sigalotti luciano.sigalotti@uniud.it
Credits
9 CFU
Department
Department of Economics and Statistics
Course programme
Euclidean n-dimensional space, topological and metric properties.
Function of several variables.
Differential calculus for functions of several variables.
Vector functions
Differential calculus for vector functions.
Implicit functions and the implicit function theorem.
Quadratic forms. Constrained quadratic forms.
Convex and concave functions, quasiconvex and quasiconcave, pseudoconvex and pseudoconcave functions.
Examples: Cobb-Douglas functions, CES functions.
Unconstrained optimization.
Otimization with equality constraints.
Otimization with inequality constraints and mixed constraints.
Comparative statics. The envelope theorem.
Concave programming.
Bibliography
Textbook
C.P. Simon, L.E. Blume, Matematica 1 e Matematica 2, per l’Economia e le Scienze Sociali, Un. Bocconi Editore;