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1230 Advanced Actuarial Mathematics - Five-year degree in Financial and Actuarial Sciences


Center
Faculty of Economics
Departament
Financial and Actuarial Economics
Lecturers in charge
G6129 - JUAN M PEREZ-SALAMERO GONZALEZ
Met. Docent
No classes.
Met. Avaluació
Final examination.
Bibliografia
- Balbas, A.; Gil, y Gutierrez (1988): "Análisis Matemático para la
Economía II: Cálculo integral y sistemas dinámicos''. Ed. AC, Madrid.
- Cerdá Tena, E. (2001): "Optimización Dinámica". Ed. Prentice Hall.
- Costa, E. (2003): "Matemáticas para el Análisis Económico". Ediciones Académicas, S.A.
- Chiang, A. C.; Wainwright, Kevin (2006): "Métodos fundamentales de Economía Matemática". Ed. McGraw-Hill.
Continguts
1. The Process of Integration: Foundations, Methods and Applications.
2. The Riemann-Stieltjes Integral.
3. Introduction to the Theory of Measure.
4. Improper Integration.
5. Euler´s Functions.
6. Multiples Integral.
7. First Order Differential Equations.
8. Differential Equations of Order n and Systems.
9. Equations in Finite Differences of First Order.
10. Equations in Order Differences.
11. Control Theory.
Objetius
It is sought to provide a foundation in the mathematical techniques to be able to follow other subjects correctly (essentially the troncalidad in Mathematical Financial, Mathematical Actuarial and Actuarial Statistic) and to give the understanding of the process of mathematical modelisation.
URL de Fitxa
http://www.uv.es/~perezsa/privadomaa/MAA.htm