Training and Research

Credits

7.5

Language

English

Class attendance

Free Choice

Location

VERONA

Learning objectives

The course aims to provide students with the necessary tools to deal, from a quantitative point of view, with the main problems that arise in the economic and financial framework. After an introduction on some advanced notions of Linear Algebra and Calculus for functions of several variables, unconstrained and constrained optimization problems are introduced and their applicability in the economic-financial field is presented. The solution of optimization problems will be treated with the classical results deriving from the first and second order optimality conditions and from the properties of the Lagrangian function.

Prerequisites and basic notions

The basic notions of Linear Algebra and Calculus for functions of one variable are essential prerequisites.

Program

1. Linear algebra: eigenvalues and eigenvectors of a matrix, quadratic forms, sign of a quadratic form, definite and semidefinite matrices.
2. Differential calculus: functions of several variables, level sets, partial derivatives for functions of several variables, convex functions.
3. Unconstrained optimization: first order optimality conditions, second order optimality conditions.
4. Constrained optimization: the Weierstrass theorem. Optimality problems with equality constraints, Lagrange's theorem. Lagrangian function and optimality conditions. Optimal problems with inequality constraints, the Kuhn-Tucker theorem. Convex problems.

Bibliography

Visualizza la bibliografia con Leganto, strumento che il Sistema Bibliotecario mette a disposizione per recuperare i testi in programma d'esame in modo semplice e innovativo.

When and where

The course includes 30 hours of classroom lessons, during which both theoretical aspects and appropriate examples and exercises will be presented.

Learning assessment procedures

The exam is written. An intermediate test will be offered during the course; at the end of the course a final test will be scheduled. The final grade is the mean of the two partial grades.

Students with disabilities or specific learning disorders (SLD), who intend to request the adaptation of the exam, must follow the instructions given HERE

Assessment

The final grade is the mean of the partial grades obtained in the intermediate and final tests.

Criteria for the composition of the final grade

The final grade is first expressed out of thirty and subsequently converted according to the following table:

A + = 30 and honors
A = 29-30
A - = 28
B + = 26-27
B = 25
B - = 23-24
C + = 22
C = 21
C - = 20
D = 18-19
F = failed

PhD school courses/classes - 2022/2023

Faculty

A B C D F G L M N P Q R S T V Z

Andreoli Francesco

symbol email francesco.andreoli@univr.it symbol phone-number 045 802 8102

Bracco Emanuele

symbol email emanuele.bracco@univr.it symbol phone-number 045 802 8293

Bucciol Alessandro

symbol email alessandro.bucciol@univr.it symbol phone-number 045 802 8278

Campolmi Alessia

symbol email alessia.campolmi@univr.it symbol phone-number 045 802 8071

Cipriani Giam Pietro

symbol email giampietro.cipriani@univr.it symbol phone-number 045 802 8271

Demo Edoardo

symbol email edoardo.demo@univr.it symbol phone-number 045 802 8782 (VR) 0444.393930 (VI)

De Sinopoli Francesco

symbol email francesco.desinopoli@univr.it symbol phone-number 045 842 5450

Di Caterina Claudia

symbol email claudia.dicaterina@univr.it symbol phone-number 0458028247

Fiore Simona

symbol email simona.fiore@univr.it

Fioroni Tamara

symbol email tamara.fioroni@univr.it

Gnoatto Alessandro

symbol email alessandro.gnoatto@univr.it symbol phone-number 045 802 8537

Levati Maria Vittoria

symbol email vittoria.levati@univr.it symbol phone-number 045 802 8640

Mancini Cecilia

symbol email cecilia.mancini@univr.it

Menon Martina

symbol email martina.menon@univr.it

Minozzo Marco

symbol email marco.minozzo@univr.it symbol phone-number 045 802 8234

Nicodemo Catia

symbol email catia.nicodemo@univr.it symbol phone-number +39 045 8028340

Pellegrini Letizia

symbol email letizia.pellegrini@univr.it symbol phone-number 045 802 8345

Perali Federico

symbol email federico.perali@univr.it symbol phone-number 045 802 8486

Peretti Alberto

symbol email alberto.peretti@univr.it symbol phone-number 0444 393936 (VI) 045 802 8238 (VR)

Pertile Paolo

symbol email paolo.pertile@univr.it symbol phone-number 045 802 8438

Picarelli Athena

symbol email athena.picarelli@univr.it symbol phone-number 045 8028242

Piovesan Marco

symbol email marco.piovesan@univr.it symbol phone-number 045.80.28.104

Quercia Simone

symbol email simone.quercia@univr.it symbol phone-number 045 802 8237

Renò Roberto

symbol email roberto.reno@univr.it symbol phone-number 045 802 8526

Ricciuti Roberto

symbol email roberto.ricciuti@univr.it symbol phone-number 0458028417

Rossi Francesca

symbol email francesca.rossi_02@univr.it symbol phone-number 045 802 8098

Scricciolo Catia

symbol email catia.scricciolo@univr.it symbol phone-number 045 8028341

Sommacal Alessandro

symbol email alessandro.sommacal@univr.it symbol phone-number 045 802 8716

Svaluto Ferro Sara

symbol email sara.svalutoferro@univr.it symbol phone-number 045 8028783

Veronesi Marcella

symbol email marcella.veronesi@univr.it

Zarri Luca

symbol email luca.zarri@univr.it symbol phone-number 045 802 8101

Zoli Claudio

symbol email claudio.zoli@univr.it symbol phone-number 045 802 8479

PhD students

PhD students present in the:

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Course lessons
PhD Schools lessons

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Guidelines for PhD students

Below you will find the files that contain the Guidelines for PhD students and rules for the acquisition of ECTS credits (in Italian: "CFU") for the Academic Year 2023/2024.

Documents

Title Info File
File pdf Guidelines PhD students pdf, en, 334 KB, 19/04/24
File pdf Linee guida dottorandi pdf, it, 251 KB, 19/04/24
File pdf Percorso formativo pdf, it, 283 KB, 19/04/24
File pdf Training program pdf, en, 358 KB, 19/04/24