Advanced Mathematics for Economics and Finance

This lecture is aimed at students of the MSc VWL and MSc Economics (all profiles) who are at the beginning of their studies. Mathematical tools going beyond the undergraduate level are provided. The lecture will cover a range of relevant mathematical tools and techniques that are typically required for further studies in economics.

At the end of the course students should be able to understand and apply these tools. The methods discussed in class help students to read current economic research papers and work with economic models. Thus, they might be able to fully concentrate on the economics in their economic courses. During the semester the students practice the methods which are discussed in class with the help of problems sets.

• Topics in Linear Algebra
• Multivariate Calculus
• Static Optimization
• Differential Equations
• Probability Theory
  

Wednesdays 2:15pm-4pm

Virtually over Zoom in ILIAS
 

120 Min. written exam.

Please find the current examination dates on the examination office's homepage.

For a correct identification, please bring your UniCard AND your ID to the exam.

The lecture can be credited as follows:

In M.Sc. Economics in the profile "Finance", "ISNE" and "Economics and Politics";

In M.Sc. VWL according to the examination regulations from 2014 in:

• Accounting, Finance, and Taxation;
• Business Analytics;
• Empirical Economics;
• Network Economics and IT Risk Managment;
   

In M.Sc. BWL as elective course Volkswirtschaftslehre and Quantitative Methoden.

Thursdays 10am-12pm, once every 2 weeks

Virtually over Zoom in ILIAS