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Numerical Methods

Persone

Schneider P.

Docente titolare del corso

Sen R.

Assistente

Descrizione

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.

Obiettivi

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.

Modalità di insegnamento

In presenza

Impostazione pedagogico-didattica

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

Modalità d’esame

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%. 

Offerta formativa

Prerequisito