課程資訊

Mathematics for Economists

107-1

ECON5100

323 U7500

3.0

Ceiba 課程網頁
http://ceiba.ntu.edu.tw/1071ECON5100_

In the first paet of the course, I will discuss the basic ideas of linear algebra, review differential calculus, teach implicit function theorem, and explain how to apply these mathematical tools to formulate and analyze static economic models. In the second part of the course, I will discuss optimization. First, I will explain the basic ideas of optimization in the case of single variable optimization. Consumer utility maximization and producer profit maximization problems will be used to illustrate the procedure. Then more difficult cases (multi-variables, constraint optimization, nonlinear programming) will be discussed. Many mathematical concepts related economics (e.g., convexity) will be explained. This part ends with a brief introduction to general equilibrium and game theory. The third part is an introduction to economic dynamics. Differential and difference equations will be discussed and some examples will be explained.

Provide students with the most important mathematic methods in economic analysis.

Midterm Exam 40%
Final Exam 40%
Home works 20%

Office Hours

Chiang, A. Fundamental Methods of Mathematic Economics.

Simon and Blume, Mathematics for Economists.

(僅供參考)

 No. 項目 百分比 說明 1. Final Exam 40% 2. Midterm Exam 40% 3. Home works 20%

 課程進度
 週次 日期 單元主題 第1週 Static Economic Models and The Concept of Equilibrium 第2週 Matrix Algebra, Vector Space, and Linear Transformation 第3週 Determinant, Inverse Matrix, and Cramer’s Rule 第4週 Differential Calculus and Comparative Statics 第5週 Optimization 第6週 Optimization – Multivariate Case 第7週 Optimization-- Equality constraints and Nonlinear Programming 第8週 Optimization-- Equality constraints and Nonlinear Programming 第9週 Midterm 第10週 General Equilibrium and Game Theory 第11週 Economic Dynamics and Integral Calculus 第12週 Ordinary Differential Equation 第13週 Difference Equation 第14週 Diagonalization of a Matrix sand Jordan Theorem 第15週 Simultaneous Difference Equation 第16週 Simultaneous Differential Equation 第17週 Dynamic Optimization – Discrete Time