Informações sobre o curso

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This course is an important part of the undergraduate stage in education for future economists. It's also useful for graduate students who would like to gain knowledge and skills in an important part of math. It gives students skills for implementation of the mathematical knowledge and expertise to the problems of economics. Its prerequisites are both the knowledge of the single variable calculus and the foundations of linear algebra including operations on matrices and the general theory of systems of simultaneous equations. Some knowledge of vector spaces would be beneficial for a student. 

The course covers several variable calculus, both constrained and unconstrained optimization. The course is aimed at teaching students to master comparative statics problems, optimization problems using the acquired mathematical tools. 
Home assignments will be provided on a weekly basis.

The objective of the course is to acquire the students’ knowledge in the field of mathematics and to make them ready to analyze simulated as well as real economic situations.

Students learn how to use and apply mathematics by working with concrete examples and exercises. Moreover this course is aimed at showing what constitutes a solid proof. The ability to present proofs can be trained and improved and in that respect the course is helpful. It will be shown that math is not reduced just to “cookbook recipes”. On the contrary  the deep knowledge of math concepts helps to understand real life situations.

Do you have technical problems? Write to us: coursera@hse.ru

100% online

Comece imediatamente e aprenda em seu próprio cronograma.

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.

Nível intermediário

Aprox. 34 horas para completar

Sugerido: 8 weeks of study...

Inglês

Legendas: Inglês

Os alunos fazendo este Course são

Economists
Financial Analysts
Financial Advisors

Data Scientists
Accountants

100% online

Comece imediatamente e aprenda em seu próprio cronograma.

Prazos flexíveis

Redefinir os prazos de acordo com sua programação.

Nível intermediário

Aprox. 34 horas para completar

Sugerido: 8 weeks of study...

Inglês

Legendas: Inglês

Programa - O que você aprenderá com este curso

Semana

1

4 horas para concluir

The basics of the set theory. Functions in Rn

Week 1 of the Course is devoted to the main concepts of the set theory, operation on sets and functions in Rn. Of special attention will be level curves. Also in this week introduced definitions of sequences, bounded and compact sets, domain and limit of the function. Also from this week students will grasp the concept of continuous function.

11 vídeos (Total 116 mín.), 1 teste

11 videos

Promo1min

1.1. Definitions and examples of sets14min

1.2. Operations on sets9min

1.3. Open balls in Rn9min

1.4. Sequences in Rn. Closed sets.10min

1.5. Bounded and compact sets10min

1.6. Functions and level curves in Rn16min

1.7. Domain and limit of a function. Continuous functions.13min

1.8. Continuity of a function. Weierstrass theorem.13min

1.9. Composite function.12min

1.10. Continuity of a composite function3min

Semana

2

5 horas para concluir

Differentiation. Gradient. Hessian.

Week 2 of the Course is devoted to the main concepts of differentiation, gradient and Hessian. Of special attention is the chain rule. Also students will understand economic applications of the gradient.

13 vídeos (Total 115 mín.), 2 testes

13 videos

2.1. Differentiation. Partial differentiation.7min

2.2. Example of differentiation. Cobb-Douglas function.9min

2.3. Tangent plane.7min

2.4. Total differential.7min

2.5. Chain rule for multivariate functions.8min

2.6. Gradient of the function.9min

2.7. Economic applications of the gradient.9min

2.8. Equation of a circumference. Smooth curves.13min

2.9. Chain rule for differentiation.10min

2.10. Linear approximation. Example of tangent plane for particular function.10min

2.11. Second-order derivatives.10min

2.12. Young's Theorem.5min

2.13. Hessian matrix.5min

1 exercícios práticos

Limits. Derivatives. Continuity1h

Semana

3

4 horas para concluir

Implicit Function Theorems and their applications.

Week 3 of the Course is devoted to implicit function theorems. In this week three different implicit function theorems are explained. This week students will grasp how to apply IFT concept to solve different problems.

12 vídeos (Total 93 mín.), 1 teste

12 videos

3.1. Implicit functions.7min

3.2. Implicit Function Theorem.5min

3.3. Applications of the Implicit Function Theorem (part 1).10min

3.4. Applications of the Implicit Function Theorem (part 2).7min

3.5. Gradient is perpendicular to a level curve of a function.11min

3.6. Implicit function theorem for the function of many variables.6min

3.7. Example of application of the IFT for the function of many variables.8min

3.8. Implicit Function Theorem for the system of implicit functions. Jacobian matrix.10min

3.9. Example of application IFT for the system of implicit functions (part 1).8min

3.10. Example of application IFT for the system of implicit functions (part 2).7min

3.11. Example of application in microeconomics.6min

3.12. Cramer's rule.2min

Semana

4

5 horas para concluir

Unconstrained and constrained optimization.

Week 4 of the Course is devoted to the problems of constrained and unconstrained optimization. Of special attention are quadratic forms, critical points and their classification.

15 vídeos (Total 112 mín.), 2 testes

15 videos

4.1. Introduction in optimization.10min

4.2. Global max. Local max. Saddle point.9min

4.3. Unconstrained optimization.9min

4.4. Critical point. Taylor's formula.12min

4.5. Quadratic forms. Positive definiteness. Negative definiteness.7min

4.6. Sylvester's criterion (part 1).7min

4.7. Sylvester's criterion (part 2).5min

4.8. Examples of Hessians (part 1).7min

4.9. Example of Hessians (part 2).4min

4.10. Sufficient condition for a critical point to be a local maximum, a local minimum and neither of both.7min

4.11. Examples of finding and classification of critical points (part 1).6min

4.12. Examples of finding and classification of critical points (part 2).4min

4.13. Constrained optimization.9min

4.14. Lagrangian.5min

4.15. Example of constrained optimization problem.4min

1 exercícios práticos

Partial derivatives and unconstrained optimization.1h

Semana

5

4 horas para concluir

Constrained optimization for n-dim space. Bordered Hessian.

Week 5 of the Course is devoted to the extension of the constrained optimization problem to the n-dimensional space. This week students will grasp how to apply bordered Hessian concept to classification of critical points arising in different constrained optimization problems.

13 vídeos (Total 99 mín.), 1 teste

13 videos

5.1. Example of the solution of the constrained optimization.6min

5.2. Weierstrass theorem. Compact sets.7min

5.3. Bordered Hessian.9min

5.4. Constrained optimization in general case (part 1).5min

5.5. Constrained optimization in general case (part 2).6min

5.6. Application of the bordered Hessian in the constrained optimization.7min

5.7. Generalization of the constrained optimization problem for the n variables case.8min

5.8. Example of constrained optimization for the case of more than two variables (part 1).7min

5.9. Example of constrained optimization for the case of more than two variables (part 2).9min

5.10. Example of constrained optimization problem on non-compact set.5min

5.11. Theorem for determining definiteness (positive or negative) or indefiniteness of the bordered matrix.5min

5.12. Example of application bordered Hessian technique for the constrained optimization problem.8min

5.13. Example of violating NDCQ.10min

Semana

6

3 horas para concluir

Envelope theorems. Concavity and convexity.

Week 6 of the Course is devoted to envelope theorems, concavity and convexity of functions. This week students will understand how to interpret Lagrange multiplier and get to learn the criteria of convexity and concavity of functions in n-dimensional space.

11 vídeos (Total 85 mín.), 1 teste

11 videos

6.1. Envelope Theorem.8min

6.2. Envelope Theorem for constrained optimization.4min

6.3. Examples of the Envelope Theorem application (part 1).7min

6.4. Examples of the Envelope Theorem application (part 2).6min

6.5. Interpretation of the Lagrangian multiplier.10min

6.6. Relaxing assumptions using second order conditions.8min

6.7. Concave and convex functions.7min

6.8. Concave and convex functions in n-dimensional case.7min

6.9. Inequality for concave function in n-dimensional space.9min

6.10. Criteria of concavity and convexity of the function in n-dimensional space.5min

6.11. Properties of concave functions.7min

Semana

7

4 horas para concluir

Global extrema. Constrained optimization with inequality constraints.

Week 7 of the Course is devoted to identification of global extrema and constrained optimization with inequality constraints. This week students will grasp the concept of binding constraints and complementary slackness conditions.

11 vídeos (Total 96 mín.), 1 teste

11 videos

7.1. How to identify global extrema? (part 1)11min

7.2. How to identify global extrema? (part 2)10min

7.3. How to identify global extrema? (part 3)12min

7.4. How to identify global extrema? (part 4)10min

7.5. Constrained optimization with inequality constraints.8min

7.6. Binding constraints. Complementary slackness conditions.5min

7.7. Constrained optimization problem with inequalities for n-dimensional space.7min

7.8. Constrained optimization problem with inequalities. Theorem.6min

7.9. Example of solving constrained optimization problem with inequalities (part 1).9min

7.10. Example of solving constrained optimization problem with inequalities (part 2).10min

7.11. Example of solving constrained optimization problem with inequalities (part 3).3min

Semana

8

4 horas para concluir

Kunh-Tucker conditions. Homogeneous functions.

Week 8 of the Course is devoted to Kuhn-Tucker conditions and homogenous functions. This week students will find out how to use Kuhn-Tucker conditions for solving various economic problems.

9 vídeos (Total 80 mín.), 2 testes

9 videos

8.1. Kuhn-Tucker conditions.7min

8.2. Solving consumer choice problem using Kuhn-Tucker conditions (part 1).9min

8.3. Solving consumer choice problem using Kuhn-Tucker conditions (part 2).11min

8.4. Solving minimization costs problem using Kuhn-Tucker conditions (part 1).9min

8.5. Solving minimization costs problem using Kuhn-Tucker conditions (part 2).7min

8.6. Homogeneous functions.6min

8.7. Homogeneous functions. Two propositions.5min

8.8. Income-consumption curve.10min

8.9. Euler's Theorem.12min

1 exercícios práticos

Kuhn-Tucker conditions. Concavity, convexity.1h

Instrutores

Kirill Bukin

Associate Professor, Candidate of sciences (phys.-math.)

Faculty of Economic Sciences, Department of Theoretical Economics

Perguntas Frequentes – FAQ

Quando terei acesso às palestras e às tarefas?
Ao se inscrever para um Certificado, você terá acesso a todos os vídeos, testes e tarefas de programação (se aplicável). Tarefas avaliadas pelos colegas apenas podem ser enviadas e avaliadas após o início da sessão. Caso escolha explorar o curso sem adquiri-lo, talvez você não consiga acessar certas tarefas.
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Quando você adquire o Certificado, ganha acesso a todo o material do curso, incluindo avaliações com nota atribuída. Após concluir o curso, seu Certificado eletrônico será adicionado à sua página de Participações e você poderá imprimi-lo ou adicioná-lo ao seu perfil no LinkedIn. Se quiser apenas ler e assistir o conteúdo do curso, você poderá frequentá-lo como ouvinte sem custo.
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Mais dúvidas? Visite o Central de Ajuda ao Aprendiz.

Mathematics for economists

100% online

Prazos flexíveis

Nível intermediário

Aprox. 34 horas para completar

Inglês

100% online

Prazos flexíveis

Nível intermediário

Aprox. 34 horas para completar

Inglês

Programa - O que você aprenderá com este curso

The basics of the set theory. Functions in Rn

Differentiation. Gradient. Hessian.

Implicit Function Theorems and their applications.

Unconstrained and constrained optimization.

Constrained optimization for n-dim space. Bordered Hessian.

Envelope theorems. Concavity and convexity.

Global extrema. Constrained optimization with inequality constraints.

Kunh-Tucker conditions. Homogeneous functions.

Principais avaliações do Mathematics for economists

Instrutores

Kirill Bukin

Sobre National Research University Higher School of Economics

Perguntas Frequentes – FAQ