| Mathematics |
Lecturer Eivind Eriksen (Office B3y-085); Office hours TBA |
Reading: |
Exercises: |
| Mon Aug 17: 09-12, C2-095 |
Lecture 1: Linear systems and Gaussian elimination. Rank. |
[E] 1.1 - 1.6 |
Problem set 1 |
| Tue Aug 18: 14-17, C2-095 |
Lecture 2: Span and linear Independence. Orthogonal projection. |
[E] 2.1 - 2.7 |
Problem set 2 |
| Mon Aug 24: 09-12, C2-095 |
Lecture 3: Matrices, determinants and minors. |
[E] 3.1 - 3.4 |
Problem set 3 |
| Tue Aug 25: 14-17, C2-095 |
Lecture 4: Eigenvalues and eigenvectors. Diagonalization. |
[E] 4.1 - 4.4 |
Problem set 4 |
| Mon Aug 31: 09-12, C2-095 |
Lecture 5: Orthogonal diagonalization. Quadratic forms. |
[E] 4.4 - 4.6 |
Problem set 5 |
| Mon Sep 07: 09-12, C2-095 |
Lecture 6: Unconstrained Optimization. Convexity. |
[E] 5.1 - 5.6 |
Problem set 6 |
| Mon Sep 14: 09-12, C2-095 |
Lecture 7: Constrained Optimization. Lagrange problems. |
[E] 6.1 - 6.4 |
Problem set 7 |
| Mon Sep 21: 09-12, C2-095 |
Lecture 8: Kuhn-Tucker problems. Minimum variance portfolios. |
[E] 6.5 |
Problem set 8 |
| Mon Sep 28: 09-12, C2-095 |
Lecture 9: Envelope theorems. Examples. |
[E] 5.7, 6.6 - 6.7 |
Problem set 9 |
| Statistics |
Lecturer Jonas Moss (Office B3-071); Office hours TBA |
Reading: |
Exercises: |
| Mon Oct 05: 14-17, C2-095 |
Lecture 1: Statistics |
See Canvas |
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| Mon Oct 12: 14-17, C2-055 |
Lecture 2: Statistics |
See Canvas |
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| Mon Oct 19: 14-17, C2-055 |
Lecture 3: Statistics |
See Canvas |
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| Mon Oct 26: 14-17, C2-095 |
Lecture 4: Statistics |
See Canvas |
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| Mon Nov 02: 14-17, C2-095 |
Lecture 5: Statistics |
See Canvas |
|
| Mon Nov 09: 14-17, C2-055 |
Lecture 6: Statistics |
See Canvas |
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| Thu Dec 03 (not confirmed) |
Home exam (40%) |
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| Mon Dec 07 (not confirmed) |
Final exam (60%) |
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