Aperçu des sections

  • Généralités

    Master 1 MAEF

  • Analysis - optimization

  • Microeconomics 1A: Individual Decision Making

    Cours

    1. Production and Firm Behavior. Production set, transformation function, production function, examples and basic properties. Competitive behavior, profit maximization, profit function, supply function, properties. Differential characterization of the supply for a differentiable transformation function. Cost minimization, cost function, demand of inputs, properties. Differential characterization of the demand of inputs. Relationship between profit maximization and cost minimization.
    2. Consumption, Rational Behavior and Market Demand. Consumption set, preferences, properties of preferences, utility representation, properties of utility functions, examples. Budget constraint, utility maximization problem, competitive demand, properties and computation on some examples. Differential characterization of the demand. Choice rules. The weak axiom of revealed preference.
    • Textbook:

    Mas-Colell, A., Whinston, M.D., Green, J., "Microeconomic Theory", Oxford University Press, 1995. Chapters 1-5.

    Les feuilles de TD du cours Micro 1A sont disponibles sur le site web ci-dessous :

    https://cours.univ-paris1.fr/course/view.php?id=5562


  • Microeconomics 1B: Equilibria & Optimality

    Cours

    • Course Content
    1. Pure exchange economies. Competitive equilibrium, properties. The Edgeworth box. Differential characterization of competitive equilibria. Existence of competitive equilibria. Feasible allocations, Pareto optimal allocations. Existence of Pareto optimal allocations. Differential characterization of Pareto optimal allocations. Pareto optimality conditions in terms of marginal rates of substitution. First and second theorems of welfare economics.
    2. Production economies. Private ownership economies, definition of competitive equilibrium, properties. Differential characterization of competitive equilibria. Existence of competitive equilibria. Production economies, feasible allocations, Pareto optimal allocations. Existence of Pareto optimal allocations. Differential characterization of Pareto optimal allocations. Pareto optimality conditions in terms of marginal rates of substitution and marginal rates of transformation. First and second theorems of welfare economics.
    • Textbook:

    Mas-Colell, A., Whinston, M.D., Green, J., "Microeconomic Theory", Oxford University Press, 1995. Chapters 10 and 15-17.

    Les feuilles de TD du cours Micro 1B sont disponibles sur le site web ci-dessous :

    https://cours.univ-paris1.fr/course/view.php?id=5562



  • Probabilistic methods in finance

  • Programmation Orient. Objet C++