Mathematical and Statistical tools

Ects : 3
Compétence à acquérir :
After attending the classes, the students will master the main tools of mathematics and optimization used in economics, and strengthened their analytical ability. They will be well-equiped to continue in the Master's program as all core economics and econometrics courses assume a deep prior knowledge of calculus techniques, matrix algebra, constrained optimiazation.

Description du contenu de l'enseignement :
The up-grade course in Mathematics and Optimization will cover the following topics: Solving of differential equations, linear algebra, static optimizing problems (including the resolution of the Lagrange and nonlinear programming problems) and dynmic optimizing problems (Hamiltonian, maximum principle).
The objective of the course is to provide students with both an understanding and some practice of the core techniques in mathematics, which are necessary to master for subsequent core and specialization courses of the Master's program.

Enseignant responsable :

  • JEAN-PHILIPPE LEFORT