Mathematical Economics

This course introduces students to advanced mathematical tools that are commonly used in economic analysis. Mathematical concepts will be explored with a focus on application to economic models. The first half of the course revises and extends topics in Linear Algebra (including Spectral Decomposition and its relationship to Quadratic Forms), with a view to study advanced topics in Mathematical Statistics and Econometrics. The second half of the course focuses on Optimization (especially in the context of Convex and Dynamic Programmes), with a view to study canonical economic models of individual choice, portfolio analysis, and dynamic models of growth, search and learning