| Center |
| Faculty of Economics |
| Departament |
| Business Mathematics |
| Lecturers in charge |
| Sin datos cargados |
| Met. Docent |
| Theory class attendance and practical class work. Coordinator: Fernando Olmos |
| Met. Avaluació |
| Final examination - - |
| Bibliografia |
| Balbas, Gil y Gutierrez: "Análisis Matemático para la Economía II". Ed. AC, Madrid. (1987) Braun, M.: "Differential Equations and their applications". Springer. (1992) Elaydi, S.N.: "An Introduction to Difference Equations". Springer. (1995) |
| Continguts |
| The objective of this course is to endow the student with the necessary mathematical instruments to be able to understand and to develop the dynamic economic models. PROGRAM: 1. introduction to Dynamic Models. 2. Differential equations and Systems. 3. equations in Finite Differences. 4. stochastic processes. Integral Stochastic. Stochastic differential equations. Motto of Ito. 5. The Black-Scholes model of valuation of derived assets. Binomial models. 6. introduction to dynamic optimization |