ECON2125/6012

ECON2125/6012#

Course title: Optimisation for Economics and Financial Economics

2025 Semester 1#

Lectures and assessments#

Week

Date

Topic

Notes

1

Feb 17

📖 Introduction: optimization in economics
📖 Logic and proofs

🔬 Problem set alpha

2

Feb 24

📖 Revision of set theory
📖 Mappings and cardinality

🔬 Problem set beta

3

March 3

📖 Sequences, limits and continuity
📖 Fundamentals of optimization

🔬 Problem set gamma

😬

March 9

Online test (10%) link

30min, open book

4

Recorded

📖 Matrices and matrix arithmetic
📖 Multivariate calculus

March 10 = public holiday

🔬 Problem set delta

5

March 17

📖 Vector spaces and linear operators

🔬 Problem set epsilon

6

March 24

📖 Eigenpairs and diagonalization
📖 Quadratic forms

🔬 Problem set zeta

😬

March 30

Online test (10%) link

30min, open book

🥳

Teaching break

2 weeks

7

April 14

📖 Unconstrained optimization

🔬 Problem set eta

8

Recorded

📖 Convexity and uniqueness

Apr 21 = public holiday

🔬 Problem set theta

😬

April 27

Online test (10%) link

30min, open book

9

April 28

📖 Constrained optimization

🔬 Problem set iota

10

May 5

📖 Kuhn-Tucker conditions

🔬 Problem set kappa

😬

May 11

Online test (10%) link

30min, open book

11

May 12

📖 Envelope theorem

🔬 Problem set lambda

12

May 19

🛟 Revision

🛟 Consultations

😎

Course project (15%)

recorded presentation

🤓

Final exam (45%)

3h, invigilated