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DOFIN - Doctoral School of Finance and Banking
         
   
 Course Module: Optimization of Financial-Monetary Decisions
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Description:

This course will lay out mathematical underpinnings for optimization problems and will present applications to various economic problems (including dynamic macroeconomics and finance). 

   
Topics:
  • Optimal Stabilization.

  • Linear-Quadratic Optimization.

  • Linear-Linear Optimization.

  • Unrestricted General Optimization Problem.

  • The Maximum Principle for General Dynamic Optimization Problems

Teaching:

56 hours during second semester

   

   
     

   
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