Předmět Matematické metody v ekonomii (M9302)

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Materiál	Typ	Datum	Počet stažení

Cíl

The course presents some of the most avantgarde mathematical tools used in the modern economic analysis. It provides introduction to Game Theory, as a branch of Applied Mathematics, by answering the question how it is used in today’s Economics.During the lectures students get familiar with basic economic terms and concepts using their own real-life intuition about the market relations between buyers and sellers. Passing the course studentswill develop and demonstrate ability to identify the key characteristics of a particular marketsituation, to relate it to one of the main standard models studied in class and to apply that model to find the correct market equilibrium solution (i.e. the optimal set(s) of possible decisions of theparties actively engaged in the market) according to the theory.

Osnova

1.1. Static Games of Complete Information1.2. Economic Application: Cournot versus Bertrand Model of Duopoly2.1. Dynamic Games of Complete and Perfect Information2.2. Economic Application: Stackelberg Model of Duopoly3.1. Dynamic Games of Complete but Imperfect Information3.2. Economic Application: Bank Runs, Imperfect International Competition4.1. Repeated Games4.2. Economic Application: Collusion between Cournot Duopolists5.1. Information theory5.2. Economics Application: Principal-Agent Problem6.1. Static Games of Incomplete Information6.2. Economic Application: First and Second-bid Auctions7.1. Dynamic Games of Incomplete Information7.2. Economic Application: Signaling and Screening, Cheap Talk

Literatura

Hirshleifer, J. and Riley, J., The Analytics of Uncertainty and Information. Cambridge University Press 1997.Gibbons R., Game Theory for Applied Economists, Princeton University Press, 1992.Laffont, J. and Martimort, D., The Theory of Incentives - The Principal Agent Model, Princeton University Press, 2002.VARIAN, Hal R. Intermediate microeconomics :a modern approach. 6. ed. New York: W.W. Norton, 2002. xxiv, 688,. ISBN 0-393-97830-3. info

Požadavky

No specific courses are required. Basic knowledge of calculus and English is expected. Knowledge of economics is not necessary.

Garant

doc. RNDr. Martin Čadek, CSc.

Vyučující

Dmytro Vikhrov