Course: Real Analysis for Economics and Finance Part I & II

Professor: Martina Fraschini

ECTS: 2 ECTS for Part I, 2 ECTS for Part II

Aims & Objectives:

PART I

This course aims to equip students with a solid mathematical background useful for research in Economics and Finance. The course will provide students with the fundamentals of real analysis and teach them how to understand and construct a mathematical proof.
Upon successful completion of this course, students will be able to:

• explain the theoretical basis of differential and integral calculus, including the formulation of central theorems and the main features of their proofs;
• explain the theory of metric and their applications;
• apply the theory to solve economic problems, including the construction of proofs.

PART II

This course is the follow up of the course Real Analysis for Economics and Finance (part 1). The overall goal is to equip students with a solid mathematical background useful for research in Economics and Finance. The course builds on Real Analysis for Economics and Finance (part 1). It presents in details the most common mathematics used in economic theory, such as metric and linear spaces, continuity, differentiability, integration, and measure theory. Then, it introduces economic applications of the topics learned.
Upon successful completion of this course, students will be able to:

• explain linear spaces, measure theory, Riemann and Lebesgue integration and their applications;
• apply the theory to solve economic problems, including the construction of proofs.