ELEMENTS OF FUNCTION THEORY

Università degli Studi
"G. d'Annunzio"

Chieti - Pescara

General Module

Course Sheet

Course code:

MEC12II

Academic Year of enrolment:

2021

Year of supply:

2022/2023

Type of Course:

Related/Supplementary

Degree:

Course of 1st Cycle Degree in ECONOMICS AND COMMERCE

Disciplinary Sector:

Probability and Mathematical Statistics

Is part of:

MATHEMATICAL TOPICS FOR ECONOMICS

Location:

PESCARA

Credits:

Programme Year:

Professor and Collaborators:

CAROLI COSTANTINI Cristina

Cycle:

Second semester

Hours of classroom activity:

Individual study hours:

Prerequisites:

Basic notions of differential and integral calculus.

Objectives

Basic notions of linear algebra and probability, especially useful for students who are interested in the quantitative aspects of economic sciences.

Contents

Linear algebra and optimization of functions of two variables with applications to Microeconomics and Finance.
Elements of probability and the Cox-Ross-Rubinstein model for a financial market.

Extended Syllabus

Linear algebra and quadratic forms.
Optimization of functions of two variables.
Basic probability theory. Bernoulli schemes. Discrete random variables. Binomial distribution. Valuation of a derivative in the Cox-Ross-Rubinstein model by the hedging strategy and by risk-neutral valuation

Recommended Bibliography

Peccati-Salsa-Squellati: Matematica per l'economia e l'azienda, Egea 2004H. Gravelle and R. Rees: Microeconomics, Financial Times press 2004
S. Ross: Calcolo delle probabilità 3/ed, Apogeo, 2014
J. C. Hull, Opzioni, futures e altri derivati, 8a edizione. Il Sole 24 ore.
Peccati-Salsa-Squellati: Matematica per l'economia e l'azienda, Egea 2004H. Gravelle and R. Rees: Microeconomics, Financial Times press 2004
S. Ross: Calcolo delle probabilità 3/ed, Apogeo, 2014
J. C. Hull, Opzioni, futures e altri derivati, 8a edizione. Il Sole 24 ore.
Peccati-Salsa-Squellati: Matematica per l'economia e l'azienda, Egea 2004H. Gravelle and R. Rees: Microeconomics, Financial Times press 2004
S. Ross: Calcolo delle probabilità 3/ed, Apogeo, 2014
J. C. Hull, Opzioni, futures e altri derivati, 8a edizione. Il Sole 24 ore.
Peccati-Salsa-Squellati: Matematica per l'economia e l'azienda, Egea 2004H. Gravelle and R. Rees: Microeconomics, Financial Times press 2004
S. Ross: Calcolo delle probabilità 3/ed, Apogeo, 2014
J. C. Hull, Opzioni, futures e altri derivati, 8a edizione. Il Sole 24 ore.
Peccati-Salsa-Squellati: Matematica per l'economia e l'azienda, Egea 2004H. Gravelle and R. Rees: Microeconomics, Financial Times press 2004
S. Ross: Calcolo delle probabilità 3/ed, Apogeo, 2014
J. C. Hull, Opzioni, futures e altri derivati, 8a edizione. Il Sole 24 ore.
Peccati-Salsa-Squellati: Matematica per l'economia e l'azienda, Egea 2004H. Gravelle and R. Rees: Microeconomics, Financial Times press 2004
S. Ross: Calcolo delle probabilità 3/ed, Apogeo, 2014
J. C. Hull, Opzioni, futures e altri derivati, 8a edizione. Il Sole 24 ore.
Peccati-Salsa-Squellati: Matematica per l'economia e l'azienda, Egea 2004H. Gravelle and R. Rees: Microeconomics, Financial Times press 2004
S. Ross: Calcolo delle probabilità 3/ed, Apogeo, 2014
J. C. Hull, Opzioni, futures e altri derivati, 8a edizione. Il Sole 24 ore.

Teaching Methods

At least 24 hours of lectures and exercise sections.

Evaluation methods

Verification of learning:

Both written and oral examinations.

Contacts/More Information

Weekly office hours: see the teacher web page https://www.dec.unich.it/home-caroli-costantini-cristina-146
E-mail: c.costantini@unich.it
Office hours can also be in English.

Other courses

Course year: 1

CALCULUS
9 Credits - Basic
FINANCIAL MATHEMATICS
6 Credits - Characterising
PUBLIC LAW
9 Credits - Characterising
FOREIGN LANGUAGE (ENGLISH)
6 Credits - Language/Final Examination
SEMINARS, CONTRIBUTIONS BY LABOUR MARKET’S PROFESSIONALS, FIRMS’ GUIDED TOURS, TRAINEESHIPS, FRENCH LANGUAGE
3 Credits

Course year: 2

MATHEMATICAL TOPICS FOR ECONOMICS
6 Credits
ECONOMIC POLICY
9 Credits - Characterising
PUBLIC ECONOMICS
6 Credits - Characterising
STATISTICS
9 Credits - Characterising
ECONOMIC HISTORY
6 Credits - Related/Supplementary

Course year: 3

ECONOMIC GEOGRAPHY
9 Credits - Characterising
FINANCIAL MARKET AND INSTITUTIONS
9 Credits - Characterising
FINANCIAL REPORTING
9 Credits - Characterising
ECONOMICS OF AGRO-FOOD MARKETS
6 Credits - Related/Supplementary
SUSTAINABLE MANAGEMENT OF RAW MATERIALS AND COMMODITIES
6 Credits - Related/Supplementary
TAXATION LAW
9 Credits - Related/Supplementary

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ELEMENTS OF FUNCTION THEORY