国际金融 中微数学基础部分.ppt

Chapter 2;The Mathematics of Optimization;Part 1 Unconstrained optimization ;Maximization of a Function of One Variable;Maximization of a Function of One Variable;Maximization of a Function of One Variable;First Order Condition for a Maximum;Second Order Conditions;Second Order Conditions;Second Derivatives;Second Order Condition;Rules for Finding Derivatives;Rules for Finding Derivatives;Rules for Finding Derivatives;Rules for Finding Derivatives;Rules for Finding Derivatives;Rules for Finding Derivatives;Example of Profit Maximization;Functions of Several Variables;The partial derivative of y with respect to x1 is denoted by;Calculating Partial Derivatives;Calculating Partial Derivatives;Partial Derivatives;Elasticity;Elasticity and Functional Form;Elasticity and Functional Form;Elasticity and Functional Form;Second-Order Partial Derivatives;Young’s Theorem;Use of Second-Order Partials;Total Differential;First-Order Condition for a Maximum (or Minimum);Finding a Maximum;The Envelope Theorem;The Envelope Theorem;The Envelope Theorem;The Envelope Theorem;The Envelope Theorem;The Envelope Theorem;The Envelope Theorem;The Envelope Theorem;The Envelope Theorem;The Envelope Theorem;The Envelope Theorem;Part 2 Constrained Optimization(Very important in the economic );Constrained Maximization;Lagrangian Multiplier Method;Lagrangian Multiplier Method;Lagrangian Multiplier Method;Lagrangian Multiplier Method;Lagrangian Multiplier Method;Lagrangian Multiplier Method;Lagrangian Multiplier Method;Lagrangian Multiplier Method;Duality;Duality;Constrained Maximization;Constrained Maximization;Constrained Maximization;Constrained Maximization;Constrained Maximization;Constrained Maximization;Envelope Theorem Constrained Maximization;Envelope Theorem Constrained Maximization;Second Order Conditions - Functions of One Variable;Second Order Conditions - Functions of One Variable;Second Order Conditions - Functions of One Variable;Second Order Conditions - Functions of Two Variable