2025/2026
Математические методы для экономистов 1
Статус:
Майнор
Кто читает:
Международный институт экономики и финансов
Где читается:
Международный институт экономики и финансов
Охват аудитории:
для всех кампусов НИУ ВШЭ
Язык:
английский
Кредиты:
5
Контактные часы:
64
Course Syllabus
Abstract
Mathematical Methods for Economists is a two-semester course for the second year students studying at ICEF which specialize in “Mathematics and Economics”. This course is an important part of the bachelor stage in education of the future economists. It has give students skills for implementation of the mathematical knowledge and expertise to the problems of economics. In the fall semester this course is is dedicated to “Multivariate Calculus and Optimization” (MCO). MCO continues beyond and from January onwards incorporates also the chapters of “Methods of Optimization” course.
Learning Objectives
- Students are supposed: to acquire knowledge in the field of higher mathematics and become ready to analyze simulated as well as real economic situations;
- to develop ability to apply the knowledge of the differential and difference equations which will enable them to analyze dynamics of the processes.
Expected Learning Outcomes
- Apply FOC to an objective function and checking definiteness of Hessian
- Apply IFT to microeconomic and macroeconomic problems
- Apply Lagrange method for equality constrained type of problems
- Apply the notion of level curve to microeconomics
- Be able to classify bilinear and quadratic forms
- Be able to find a limit of a function at a point
- Be able to handle derivatives
- Be able to invert a matrix either by finding cofactors or by Gaussian elimination method
- Classify the sets in n-dimensional space
- Explain and apply gradient and related directional derivative
- Explain orthogonality of vectors, properties of a dot product, Gram-Schmidt procedure, eigenvalues, eigenvectors
- Explain the meaning of a multiplier and be ready to demonstrate the applicability of envelope theorems
- Find derivatives of implicit functions
- Practice techniques of matrix operations
- Solve equations by Gaussian elimination method
Assessment Elements
- Home assignment 1
- mock at the end of the 1st module
- ExamIn order to get a passing grade for the course, the student must sit (all parts) of the examination.
- Home assignment 2
Interim Assessment
- 2025/2026 2nd module0.55 * Exam + 0.1 * Home assignment 1 + 0.1 * Home assignment 2 + 0.25 * mock at the end of the 1st module
Bibliography
Recommended Core Bibliography
- Mathematics for economists, Simon, C. P., 1994
- Sundaram, R. K. (1996). A First Course in Optimization Theory. Cambridge University Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.b.cup.cbooks.9780521497701
- Vinogradov, V. V. (2010). Mathematics for Economists. University of Chicago Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.b.ucp.bkecon.9788024616575
- Математический анализ, учебник, Ч. 1, 7-е изд., новое доп., XII, 564 с., Зорич, В. А., 2015
- Математический анализ, учебник, Ч. 2, 7-е изд., новое доп., XII, 675 с., Зорич, В. А., 2015
Recommended Additional Bibliography
- Сборник задач и упражнений по математическому анализу : учеб. пособие для вузов, Демидович, Б. П., 2003