Математика для экономистов

2026/2027

Статус: Маго-лего

Кто читает: Международный институт экономики и финансов

Где читается: Международный институт экономики и финансов

Охват аудитории: для своего кампуса

Преподаватели: Паламарчук Екатерина Сергеевна

Язык: русский

Кредиты: 6

Контактные часы: 132

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Аннотация

The objective of the course is to equip the students with the essential mathematical background for Economics, Econometrics and Finance: preliminaries on linear algebra, multivariate calculus, probability theory and statistics, dynamic optimization, and stochastic calculus. Prerequisites include undergraduate level mathematics: Calculus (both single and multi-dimensional), Linear Algebra, Probability theory and Mathematical Statistics, Ordinary Differential Equations.

Цель освоения дисциплины

Get acquainted with the essential mathematical tools for Economics, Econometrics and Finance
Develop skills at solving differential equations and systems of differential equations
Understand the dynamics induced by systems of differential equations
Become familiar with basic methods on optimal control theory and dynamic programming and their applicability in economic theory
Become familiar with Brownian and Wiener stochastic processes and Ito’s integral, both at a preliminary theoretical level, and in terms of simple applications

Планируемые результаты обучения

Apply statistical methods to economic tasks
Solve problems of calculus of variations as well as optimal control theory
Become familiar with the main elementary notions related to matrices and linear algebra that are employed in Economics and Econometrics
Become familiar with the main elementary ideas and techniques for constrained optimization that are employed in Economics
Solve elementary ordinary differential equations and understand the dynamics induced by a system of equations
Understand the balancing of intertemporal trade-offs via the Euler equation and the recursive formulation of the problems via Bellman's equation
Solve problems of calculus of variations and optimal control theory, and interpret the multiplier function as a reflection of incentives

Содержание учебной дисциплины

Theory of probability and statistics
Elements of linear algebra
Elements of calculus
Differential Equations
Dynamic Optimization in Continuous Time
Dynamic Optimization in Discrete Time
Uncertainty, information, and stochastic calculus

Элементы контроля

Homework (Section 7)
Exam (Section 7)
Homework (Sections 2,3)
Quizzes (Section 1)
Test (Section 1)
Homework (Sections 4,5,6)
Test (Sections 4,5,6)
Test (Sections 2,3)

Промежуточная аттестация

2026/2027 2nd module
0.252 * Test (Sections 4,5,6) + 0.05 * Homework (Section 7) + 0.096 * Test (Section 1) + 0.003 * Quizzes (Section 1) + 0.074 * Test (Sections 2,3) + 0.025 * Homework (Sections 2,3) + 0.15 * Homework (Sections 4,5,6) + 0.35 * Exam (Section 7)

Список литературы

Авторы

Паламарчук Екатерина Сергеевна

Программа дисциплины