Mathematical Methods for
Economists
(Dipl.-Math. Christian Jonen)
______________________________________________________________________________________________________________
The
focus of this course is on introducing PhD students to advanced
mathematical methods that have become necessary for economic modeling. Its main goal is to provide the student with a clear understanding of mathmatical notion and argument. The
concept of this course is as follows: On the basis of an introduced mathematical framework, we consider
a couple of economic applications. By the end of this course, participants will be able to analyze economic issues with the help of mathematical techniques.
2. Statics
2.1 Vector Spaces and Linear Transformations
2.2 Linear Models and Matrix Algebra
2.3 Differential Calculus and Comparative Statics
2.4 Static Optimization
3 Dynamics
3.1 Differential Equations
3.2 Difference Equations
3.3 Autonomous Systems
3.4 Dynamic Optimization
Time Tuesdays 10-11:30am Lecture
Monday 8:00-9:30am Exercise
respectively 8:00-11:15am from February
onwards
Start
Date: January 12, 2010
End Date: March 30, 2010
Location Room 0.A01, Richard-Strauss Str. 2
Registration In order to register to the course, please contact the teaching staff (see Contact).
Date of Exam March 31, Room 2.B11, 10:00-12:00am
Credit Points 6ECTS
Working Requirements Exercises are held weekly beginning from the
second lecture week. At least 50% of the points in two case
and Assesment Method
studies
must be achieved to be admitted
to the written exam at the end of the course.
Assignments 1st Assignment
2nd Assignment
3rd Assignment
4th Assignment
5th Assignment
6th Assignment
7th Assignment
8th Assignment
9th Assignment
References A.C. Chiang and K. Wainwright, Fundamental Methods of Mathematical Economics, 4th ed., McGraw-Hill,
New York, 2005.
Angel de la Fuente, Mathematical Methods and Models for Economists, Cambridge University Press,
Cambridge, 2000.
K.
Sydsaeter, P. Hammond, A. Seierstad, A. Strom, Further Mathematics for Economic Analysis, 2nd ed.,
Prentice Hall, Pearson Education,
London, 2008.
Further
References will be given at the end of each subsection.
Contact/Teaching Staff Christian Jonen
University of Cologne
Mathematical Institute
Weyertal 86-90, 50931 Köln
Room: 027
Phone: 0049 221 470
3727
E-mail:
cjonen(at)math.uni-koeln.de