Mathematical Economics

Code

11577

Academic unit

Faculdade de Ciências e Tecnologia

Department

Departamento de Matemática

Credits

3.0

Teacher in charge

Marta Cristina Vieira Faias Mateus

Weekly hours

3

Teaching language

Português

Subject matter

1. Consumer theory
2. Choice under uncertainty
3. Optimization
4. Game Theory
5. General Equilibrium
6. Incomplete Markets

Bibliography

• Fudenberg F. and Tirole, J., Game Theory, The MIT Press, 1995.
• Hens, T. and Pilgrim, B., General Equilibrium Foundations of Finance, Springer-Science-Business Media, BV, 2002
• LeRoy S.L. and Werner, J., Principles of Financial Economics, Cambridge University Press, 2001.
•  Magill, M. and  Quinzii, M., Incomplete Markets: vol. I: finite horizon economies and vol. II: infinite horizon economies, Cheltenham, Northampton : An Elgar Reference Collection, cop. 2008.
• Mas-Colell, A., Whinston, M.D. and Green, J.R., Microeconomic Theory, Oxford University Press, 1995.
• Varian, H., Microeconomic Analysis, Viva-Norton Student Edition, 2009.

Evaluation method

The evaluation of the course consists in three elements. Two written tests,  each test weights 40% and a work that weights 20%. 

Courses

• Financial Mathematics