ADVANCED QUANTITATIVE ANALYSIS

ECO4AQA

2014

Credit points: 15

Subject outline

In this subject, students will learn about optimisation theory and its application in economics. The main focus of the unit is on techniques for static optimisation. The types of problems to be addressed will include unconstrained optimisation, equality constrained optimisation, and inequality constrained optimisation. Optimisation problems in which there are both equality and inequality constraints might also be considered. Students will also learn about the comparative static properties of solutions to parametric optimisation problems. If time permits, an introduction to dynamic optimisation might also be provided. The emphasis throughout the course is on the application of these techniques to a variety of economic and business problems.

Faculty: Faculty of Business, Economics and Law

Credit points: 15

Subject Co-ordinator: Damien Eldridge

Available to Study Abroad Students: No

Subject year level: Year Level 4 - UG/Hons/1st Yr PG

Exchange Students: No

Subject particulars

Subject rules

Prerequisites: ECO2CFC and ECO2IQA (or equivalent maths subject)

Co-requisites: N/A

Incompatible subjects: ECO3AQA

Equivalent subjects: N/A

Special conditions: N/A

Learning resources

Readings

Resource TypeTitleResource RequirementAuthor and YearPublisher
ReadingsMathematics for economistsRecommendedSimon, CP and L Blume (1994)WW NORTON AND COMPANY, USA (ISBN: 0-393-95733-0)

Melbourne, 2014, Semester 1, Day

Overview

Online enrolment: Yes

Maximum enrolment size: N/A

Enrolment information:

Subject Instance Co-ordinator: Damien Eldridge

Class requirements

LectureWeek: 10 - 22
One 2.0 hours lecture per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.

TutorialWeek: 10 - 22
One 1.0 hours tutorial per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.

Assessments

Assessment elementComments%
One three hour final exam70
One two hour mid-semester exam30