Numerical Methods
Persone
Docente titolare del corso
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
- Bachelor of Arts in Scienze economiche, Lezione, 3° anno
- Bachelor of Arts in Scienze economiche, Lezione, Economia politica - corsi a scelta - 24 ects, A scelta, 3° anno
- Bachelor of Arts in Scienze economiche, Lezione, Finanza - corsi a scelta - 24 ects, A scelta, 3° anno
- Bachelor of Arts in Scienze economiche, Lezione, Management - corsi a scelta - 24 ects, A scelta, 3° anno
- Bachelor of Arts in Scienze economiche, Lezione, ICSE - corsi a scelta - 18 ects, A scelta, 3° anno
Prerequisito
- 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
