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Master of Financial Mathematics with Emphasis in Economics
For an Emphasis in Economics,
- please take the four half-semester courses ECON 8105, 8106, 8107, 8108; AND
- please take either
- the two half-semester courses ECON 8001, 8002; or
- the two half-semester courses ECON 8101, 8102.
These courses are offered by the Economics Department, and are
recommended to those students in our program who wish to enhance their
knowledge of economics. All these courses are aimed at the PhD level.
The courses ECON 8101, 8102 are designed for Economics PhD students,
and are typically more challenging than ECON 8001, 8002, which
were developed for PhD students from other departments.
These courses may be taken at any time.
WARNING:
This is our most difficult "with emphasis" option. To follow this
option, you need to get permission in advance, both
from the MFM Program Director and from the Economics
DGS.
NOTE:
Completion of these "with Emphasis in Economics" requirements
also also fulfills the requirements for a Master's level minor in
Economics. If you wish to obtain that minor, you'll need to get the
signature of the Economics DGS on your degree program form.
-
ECON 8001
Microeconomic Analysis
2 credits
Syllabus
-
Theories of consumer demand, producer supply, and market
equilibrium; general equilibrium and welfare. Sample topics:
externalities, economics of information and uncertainty, and game
theory. This seven-week course meets with 4161.
-
ECON 8002
Microeconomic Analysis
2 credits
Syllabus
-
Theories of consumer demand, producer supply, and market
equilibrium; general equilibrium and welfare. Sample topics:
externalities, economics of information and uncertainty, and game
theory. This seven-week course meets with 4162.
-
ECON 8101
Microeconomic Theory
2 credits
Syllabus
-
Decision problems faced by the household and firm; theories of
choice under conditions of certainty and uncertainty. Partial
equilibrium analysis of competition and monopoly. General
equilibrium analysis. Welfare economics: economic efficiency of
alternative market structures, social welfare functions. Dynamics:
stability of markets, capital theory. Seven-week course.
-
ECON 8102
Microeconomic Theory
2 credits
Syllabus
-
Decision problems faced by the household and firm; theories of
choice under conditions of certainty and uncertainty. Partial
equilibrium analysis of competition and monopoly. General
equilibrium analysis. Welfare economics: economic efficiency of
alternative market structures, social welfare functions. Dynamics:
stability of markets, capital theory. Seven-week course.
-
ECON 8105
Macroeconomic Theory
2 credits
Syllabus
-
Dynamic general equilibrium models: solving for paths of interest
rates, consumption, investment, prices. Models with uncertainty,
search, matching, indivisibilities, private
information. Implications for measurement and data
reporting. Overlapping generations and dynasty models. Variational
and recursive methods. This seven-week course meets with 4165.
-
ECON 8106
Macroeconomic Theory
2 credits
Syllabus
-
Dynamic general equilibrium models: solving for paths of interest
rates, consumption, investment, prices. Models with uncertainty,
search, matching, indivisibilities, private
information. Implications for measurement and data
reporting. Overlapping generations and dynasty models. Variational
and recursive methods. This seven-week course meets with 4166.
-
ECON 8107
Macroeconomic Theory
2 credits
Syllabus
-
Dynamic general equilibrium models: solving for paths of interest
rates, consumption, investment, prices. Models with uncertainty,
search, matching, indivisibilities, private
information. Implications for measurement and data
reporting. Overlapping generations and dynasty models. Variational
and recursive methods. This seven-week course meets with 4167.
-
ECON 8108
Macroeconomic Theory
2 credits
Syllabus
-
Dynamic general equilibrium models: solving for paths of interest
rates, consumption, investment, prices. Models with uncertainty,
search, matching, indivisibilities, private
information. Implications for measurement and data
reporting. Overlapping generations and dynasty models. Variational
and recursive methods. This seven-week course meets with 4168.
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