M9302 Mathematical Methods in Economics

Přírodovědecká fakulta
jaro 2011
Rozsah
2/1. 2 kr. (příf plus uk k 1 zk 2 plus 1 > 4). Ukončení: zk.
Vyučující
Georgi Burlakov (přednášející), doc. RNDr. Martin Čadek, CSc. (zástupce)
Garance
doc. RNDr. Martin Čadek, CSc.
Ústav matematiky a statistiky – Ústavy – Přírodovědecká fakulta
Kontaktní osoba: doc. RNDr. Martin Čadek, CSc.
Rozvrh
Čt 14:00–15:50 M3,01023
  • Rozvrh seminárních/paralelních skupin:
M9302/01: Čt 16:00–16:50 M3,01023
Předpoklady
No specific courses are required. Basic knowledge of calculus and English is expected. Knowledge of economics is not necessary. Active class participation is a prerequisite for the final grading.
Omezení zápisu do předmětu
Předmět je nabízen i studentům mimo mateřské obory.
Mateřské obory/plány
předmět má 8 mateřských oborů, zobrazit
Cíle předmětu
The course presents some of the most avantgarde mathematical tools used in the modern economic analysis. It provides introduction to Game Theory, as a branch of Applied Mathematics, by answering the question how it is used in today’s Economics. During the lectures students get familiar with basic economic terms and concepts using their own real-life intuition about the market relations between buyers and sellers. Passing the course students will develop and demonstrate ability to identify the key characteristics of a particular market situation, to relate it to one of the main standard models studied in class and to apply that model to find the correct market equilibrium solution (i.e. the optimal set(s) of possible decisions of the parties actively engaged in the market) according to the theory.
Osnova
  • 1.1. Static Games of Complete Information 1.2. Economic Application: Cournot versus Bertrand Model of Duopoly 2.1. Dynamic Games of Complete and Perfect Information 2.2. Economic Application: Stackelberg Model of Duopoly 3.1. Dynamic Games of Complete but Imperfect Information 3.2. Economic Application: Bank Runs, Imperfect International Competition 4.1. Repeated Games 4.2. Economic Application: Collusion between Cournot Duopolists 5.1. Information theory 5.2. Economics Application: Principal-Agent Problem 6.1. Static Games of Incomplete Information 6.2. Economic Application: First and Second-bid Auctions 7.1. Dynamic Games of Incomplete Information 7.2. Economic Application: Signaling and Screening, Cheap Talk
Literatura
    doporučená literatura
  • Gibbons R., Game Theory for Applied Economists, Princeton University Press, 1992.
    neurčeno
  • Laffont, J. and Martimort, D., The Theory of Incentives - The Principal Agent Model, Princeton University Press, 2002.
  • Hirshleifer, J. and Riley, J., The Analytics of Uncertainty and Information. Cambridge University Press 1997.
  • VARIAN, Hal R. Intermediate microeconomics : a modern approach. 6. ed. New York: W.W. Norton, 2002, xxiv, 688. ISBN 0393978303. info
Výukové metody
Lectures and homeworks.
Metody hodnocení
The overall course grade will be computed by converting into a grade-point score the total number of points gained from participation in class (10%), two homework assignments (10%) and two written exams, resp. midterm exam (30%) and final exam (50%).
Vyučovací jazyk
Angličtina
Informace učitele
Výuka bude každý týden.
Další komentáře
Studijní materiály
Poznámka k periodicitě výuky: nepravidelně.
Předmět je zařazen také v obdobích jaro 2011 - akreditace, podzim 2008, jaro 2010, jaro 2012, jaro 2012 - akreditace, jaro 2013, jaro 2014, jaro 2015, jaro 2016, jaro 2017.