Università degli Studi di Napoli "Parthenope"

Teaching schedule

2021/2022
Partition:
Cognomi A-D
Teaching:
Belonging course:
Disciplinary sector:
MATHEMATICAL METHODS OF ECONOMY, FINANCE AND ACTUARIAL SCIENCES (SECS-S/06)
Credits:
9
Year of study:
1
Teachers:
Dott.ssa CORSARO Stefania
Cycle:
First Semester

Italian

Course description

The aim of the course is to provide the basic
knowledge of mathematics and the most suitable calculation techniques
to address the application of mathematics to economics, finance and
statistics.
Knowledge and understanding: The student should be able to
demonstrate knowledge of mathematical tools and ability to identify those suitable for modeling and solving economic, statistical and financial issues. Faced with a more complex problem, the student has to be able to
analyze and solve every part of it, interpret the obtained results and
provide the solution to the original problem.
Applying knowledge and understanding: The student has to be able to
choose and apply mathematical tools to economics, statistics and finance.
Making judgments: The student has to develop a critical ability to
formulate a problem in a mathematical approach, apply the tools of the
discipline and interpret the mathematical solution in different contexts.
Communication: The student has to be able to answer the oral test
questions, showing his ability to express and formalize mathematical
concepts. He has to be able to explain the techniques learned to solve
the questions of the written exam.
Lifelong learning skills: The student has to develop the ability of
mathematical reasoning. He has to be able to use mathematical
concepts, procedures and tools to describe, explain and predict economic
and financial phenomena.

Prerequisites

Set theory. Naturals, integers, rational and real numbers. Elements of
analytical geometry. Equations and inequalities of the 1st and 2nd grade.

Syllabus

P. DE ANGELIS, Matematica di base, Giappichelli ed. (II edition):
chapters I – II – III – IV – V (except par. 8) – VI – VII – VIII (except par. 9) –
IX – X – XI – XII – XIII – XV – XVI (pag. 383-386, 403-404 except par. 4.I) – XVII.

The course content can be approximatively split into the following three blocks:

I block (24 hours)
Functions: basic concepts; minimum and maximum, infimum and supremum; monotonic function; graph.
Functions: power and radix; exponential and logarithmic; absolute value; trigonometric and inverse trigonometric functions.
Limits: definition; theorems; continuity; evaluation of limits.

II block (24 hours)
Differentiation: derivative; differentiation rules; higher-order derivatives.
Applications of differentiation: minimum and maximum evaluation; convexity; De L’Hospital rule; sketching graphs of functions.
Non-linear equations: bisection method.

III block (24 hours)

Functions of several variables: basic concepts; partial derivatives; gradient; maximum and minimum of a function of two variables.
Linear algebra: vectors; matrices; matrix operations; determinant; rank; linear dependence; systems of linear equations; Gauss elimination method.
Integration: indefinite and definite integral; techniques of integration.

Teaching Methods

The course includes frontal lessons, during which the themes of the
program are discussed, and exercises in attendance. The student can
practice and consolidate his skills in the course section on the E-learning
platform at the "Parthenope" University. The course is loaded between
the courses of "Economics".

Textbooks

P. DE ANGELIS, Matematica di base, Giappichelli ed. (Seconda edizione).
Lang S. (2002) Short calculus. Springer-Verlag, New York

Learning assessment

Students are required to take a written exam. The exam includes multiple choice questions (part 1) and exercises (part 2); students motivate the chosen techniques for solving exercises. The number of exercises in part 2 ranges between 1 and 3 and depends on their complexity. The colloquium is optional.