GRA 6035 Mathematics

Reading material

Exams

Lecture plan

Date: Topic: Reading: Exercises:
Aug 04 - Aug 06 FORK 1003: Preparatory course in Mathematics, Economics and Econometrics
Fri Aug 22: 09-12, A1-040 Lecture 1: Linear systems and Gaussian elimination. Rank. [E] 1.1 - 1.6 Problem set 1: Fri 14-16 / Mon 16-18 D3-020
Fri Aug 29: 12-15, A1-040 Lecture 2: Vectors spaces. Span and linear Independence. Orthogonal projection. [E] 2.1 - 2.7 Problem set 2: Fri 16-18 / Mon 16-18 D3-020
Fri Sep 05: 09-12, A1-040 Lecture 3: Matrices, determinants and minors. [E] 3.1 - 3.4 Problem set 3: Fri 14-16 / Mon 16-18 D3-020
Fri Sep 12: 09-12, A1-040 Lecture 4: Eigenvalues and eigenvectors. Diagonalization. Powers. [E] 4.1 - 4.4 Problem set 4: Fri 14-16 D3-020
Mon Sep 15: 16-19, A1-040 Plenary Session 1: Problems from Lecture 1-4
Fri Sep 19: 09-12, A1-040 Lecture 5: Markov chains. Quadratic forms. Orthogonal diagonalization. [E] 2.5, 4.4 - 4.6 Problem set 5: Fri 14-16 / Mon 16-18 D3-020
Fri Sep 26: 09-12, A1-040 Lecture 6: Unconstrained Optimization. Convexity. [E] 5.1 - 5.6 Problem set 6: Fri 14-16 / Mon 16-18 D3-020
Fri Oct 03: 09-12, A1-040 Lecture 7: Constrained Optimization. Lagrange problems. [E] 6.1 - 6.4 Problem set 7: Fri 14-16 D3-020
Mon Oct 06: 16-19, A1-040 Plenary Session 2: Problems from Lecture 5-7
Fri Oct 10: 10-13, A1-040 Lecture 8: Kuhn-Tucker problems. [E] 6.5 Problem set 8: Fri 14-16 / Mon 16-18 D3-020
Fri Oct 17: 09-12, A1-040 Lecture 9: Envelope theorems. Minimum variance portfolio. [E] 5.7, 6.6 - 6.7 Problem set 9: Fri 14-16 / Mon 16-18 D3-020
Fri Oct 24: 10-13, A1-040 Lecture 10: First order differential equations. [E] 7.1 - 7.7 Problem set 10: Fri 14-16 D3-020
Thu Oct 30: 16-19, A1-040 Plenary Session 3: Problems from Lecture 8-10
Fri Oct 31: 10-13, A1-040 Lecture 11: Stability. Second order differential equations. [E] 7.8 - 7.10 Problem set 11: Fri 14-16 / Mon 16-18 D3-020
Fri Nov 07: 09-12, A1-040 Lecture 12: Systems of differential equations. [E] 9.1 - 9.3 Problem set 12: Fri 16-18 Fri D3-020
Mon Nov 10: 16-19, A1-040 Plenary Session 4: Problems from Lecture 11-12 + Exam problems
Fri Nov 14: 09-12, A1-040 Lecture 13: Difference equations. Systems of difference equations. [E] 8.1 - 8.4, 9.4 - 9.5 Problem set 13: Fri 14-16 / Mon 16-18 D3-020
Fri Nov 21: 10-13, A1-040 Lecture 14: Revision, Exam problems: Final exam 11/2023 Extra exercise session: Fri 14-16 D3-020
Nov/Dec 2025 Final exam for GRA6035 and ELE3781

Jan 2026 Final exam (retake for GRA6035)