Numerical Methods
People
Course director
Assistant
Description
The course is structured along the following topics.
- Basic concepts in mathematics: vector spaces and convexity
- Convex optimization
Readings/Textbooks
All material will be developed and presented during the class and uploaded to icorsi.
Objectives
This course develops basic numerical quantitative methods. We put emphasis on understanding the theoretical underpinnings, but in particular also the numerical implementation. Common problems encountered in economics and finance will serve as our exercise basis. After having taken the course, students will be able to identify and implement solutions to many applied problems in R.
Teaching mode
In presence
Learning methods
Our classes will be split into a theory part, which explains the concepts, and a practice part, where we will apply the theory to commonly encountered problems
Examination information
There will be a final exam, taken at the computer, which accounts for 80% of the final grade. Weekly home assignments will account for 20%.
Education
- Bachelor of Arts in Economics, Lecture, 3rd year
- Bachelor of Arts in Economics, Lecture, Economia politica - corsi a scelta - 24 ects, Elective, 3rd year
- Bachelor of Arts in Economics, Lecture, Finanza - corsi a scelta - 24 ects, Elective, 3rd year
- Bachelor of Arts in Economics, Lecture, Management - corsi a scelta - 24 ects, Elective, 3rd year
- Bachelor of Arts in Economics, Lecture, ICSE - corsi a scelta - 18 ects, Elective, 3rd year
Prerequisite
- Financial Econometrics, Mancini L., Ye Y., SA 2021-2022
- Programming in Finance and Economics I, Gruber P., Montemurro P., SA 2021-2022
- Programming in Finance and Economics II, Gruber P., SP 2022
- Statistics, Mira A., Ghilotti L., Peluso S., SA 2021-2022
