Date: 
Topic: 
Reading: 
Exercises: 
Aug 05  Aug 07 
FORK 1003: Preparatory course in Mathematics, Economics and Econometrics 
Fri Aug 23: 1215, A1040 
Lecture 1: Linear systems and Gaussian elimination. Rank. 
[E] 1.1  1.6 
Problem set 1: Fri 1618 D1065 + Mon 1618, C2010/D1065 
Fri Aug 30: 1215, A1040 
Lecture 2: Vectors spaces. Span and linear Independence. Orthogonal projection. 
[E] 2.1  2.7 
Problem set 2: Fri 1618 D1065 + Mon 1618, C2010/D1065 
Fri Sep 06: 1215, A1040 
Lecture 3: Matrices, determinants and minors. 
[E] 3.1  3.4 
Problem set 3: Fri 1618 D1065 + Mon 1618, C2010/D1065 
Fri Sep 13: 1215, A1040 
Lecture 4: Eigenvalues and eigenvectors. Diagonalization. Powers. 
[E] 4.1  4.4 
Problem set 4: Fri 1618 D1065 
Mon Sep 16: 1619, A1040 
Plenary Session 1: Problems from Lecture 14
Key problems 1.4, 2.1bdf, 2.3, 2.4cd, 2.5bc, 3.2bc, 3.3b, 3.4b, 4.1def, 4.2, 4.3, 4.4, 4.5 Midterm 01/'20 Q4,Q8, 10/'22 Q6,Q8 
Fri Sep 20: 1215, A1040 
Lecture 5: Markov chains. Definiteness of quadratic forms. Orthogonal diagonalization. 
[E] 2.5, 4.4  4.6 
Problem set 5: Fri 1618 D1065 + Mon 1618, C2010/D1065 
Fri Sep 27: 1215, A1040 
Lecture 6: Orthogonal diagonalization. Unconstrained Optimization. Convexity. 
[E] 5.1  5.6 
Problem set 6: Fri 1618 D1065 + Mon 1618, C2010/D1065 
Fri Oct 04: 1011 
Mock Midterm Exam 
Solutions 


Fri Oct 04: 1215, A1040 
Lecture 7: Constrained Optimization. Lagrange problems. 
[E] 6.1  6.4 
Problem set 7: Fri 1618 D1065 
Mon Oct 07: 1619, A1040 
Plenary Session 2: Problems from Lecture 57
Key problems 5.1cde, 5.2d, 5.3, 5.4bc, 5.5bf, 6.2b, 6.3cd, 6.4bce, 6.5ab, 7.1d, 7.2b, 7.3b, 7.4d 
Fri Oct 11: 1215, A1040 
Lecture 8: KuhnTucker problems. 
[E] 6.5 
Problem set 8: Fri 1618 D1065 + Mon 1618, C2010/D1065 
Fri Oct 18: 1215, A1040 
Lecture 9: Envelope theorems. Minimum variance portfolio. 
[E] 5.7, 6.6  6.7 
Problem set 9: Fri 1618 D1065 + Mon 1618, C2010/D1065 
Fri Oct 25: 1215, A1040 
Lecture 10: First order differential equations. 
[E] 7.1  7.7 
Problem set 10: Fri C2020/1618 D1065 
Thu Oct 31: 1619, A1040 
Plenary Session 3: Problems from Lecture 810
Key problems 8.1b, 8.2, 9.1c, 9.2bc, 10.2c, 10.3c, 10.4bc Exam problems 01/'24 Q4e, 01/'22 Q3 
Fri Nov 01: 1215, A1040 
Lecture 11: Stability. Second order differential equations. 
[E] 7.8  7.10 
Problem set 11: Fri 1618 Fri C2020/D1065 + Mon 1618, C2010/D1065 
Fri Nov 08: 1215, A1040 
Lecture 12: Systems of differential equations. 
[E] 9.1  9.3 
Problem set 12: Fri 1618 Fri C2020/D1065 
Mon Nov 11: 1619, A1040 
Plenary Session 4: Problems from Lecture 1112 + Exam problems
Key problems 11.3c, 12.2b, 12.3, 12.4bc, 12.5be Exam problems 01/'24 Q1d, Q3d, 11/'19 Q4bc 
Fri Nov 15: 1215, A1040 
Lecture 13: Difference equations. Systems of difference equations. 
[E] 8.1  8.4, 9.4  9.5 
Problem set 13: Fri 1618 Fri C2020/D1065 + Mon 1618, C2010/D1065 
Fri Nov 22: 1215, A1040 
Lecture 14: Revision, exam problems 

Extra exercise session: Fri Fri C2020/1618 D1065 
Mon Nov 25: 0914 
Final exam for GRA6035 and ELE3781 



Jan 2025 (date/time TBA) 
Final exam (retake for GRA6035) 

