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
Total hours
36
Teaching language
Português
Subject matter
1. Consumer choice theory
2. Choice under uncertainty
3. Optimization
4. Game theory
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
1 - In order to be evaluated, the student must attend all theoretical-practical classes (up to a maximum of 3 unjustified absences).
2 - Evaluation
2.1 - The continuous evaluation of the course consists in two elements. An exam in the class with weight 60% and the discussion of a paper in group with weight 40%. The students must write a report with the discussion of the paper and a presentation of this discussion in class is also compulsory.
2.2 - Final exam evaluation. The student is aproved if the grade of the final exam is greater or equal than 9,5.