PMAPEM Application of Economic-Mathematical Models

Faculty of Economics and Administration
Spring 2009
Extent and Intensity
2/2. 5 credit(s). Type of Completion: zk (examination).
Teacher(s)
RNDr. Václav Studený, Ph.D. (lecturer)
Guaranteed by
prof. Ing. Osvald Vašíček, CSc.
Department of Applied Mathematics and Computer Science – Faculty of Economics and Administration
Contact Person: Mgr. Jaroslava Žgáničová
Timetable
Thu 13:45–15:20 S301
Prerequisites
Basic of mathematical analysis and algebra
Course Enrolment Limitations
The course is only offered to the students of the study fields the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
Aim of this course is made an introduction to studding of Mathematical Models. Students will be able to understand models in economy and to formulate new ones.
Syllabus
  • Rate of growth Empirical regularities Steady state, transitional dynamics Convergence and the dispersion of per capita income Technological progress, a quantitative measure of the speed of Convergence Model of endogenous growth Consumer optimalisation Equilibrium, alternative environments The open economy Discrete models. Central limit theorem, statistics of real prices Extreme risk and optimal portfolios
Literature
  • Dupacova J., Hurt J., Stepan J. Stochastic Modeling in Economics and Finance (Kluwer,2002)(ISBN 1402008406)(T)(394s) ISBN 0-306-48167-7 1-4020-0840-6
  • Bouchaud J.-P., Potters M. Theory of financial risks.. from statistical physics to risk management (CUP, 2000)(no p.128-129)(L)(T)(116s)
  • Barro, R., Martin, X. S.: Economic Growth 1995, ISBN 0-262-02459-4
Assessment methods
written tests, final (group) project, oral exam
Language of instruction
English
Further comments (probably available only in Czech)
The course is taught annually.
Information on course enrolment limitations: kurz je určen pouze pro zahraniční studenty
The course is also listed under the following terms Spring 2006, Spring 2007, Spring 2008.
  • Enrolment Statistics (recent)
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