Mathematical Economics


In this curricular unit is introduced the consumer choice's theory in the context of uncertainty and the theory of general equilibrium. The theory of general equilibrium is the area of ​​economic theory that allows to substantiate the main financial models of portfolio selection and valuation of financial instruments


  1. Consumer Theory
  2. Uncertainty Context Choices
  3. Optimization
  4. Game Theory
  5. General equilibrium
  6. Incomplete markets


  • Fudenberg F. and Tirole, J., Game Theory, The MIT Press, 1995.
  • Hens, T. and Pilgrim, B., General Equilibrium Foundations of Finance, Springer-Science-Business Media, BV, 2002
  • LeRoy S.L. and Werner, J., Principles of Financial Economics, Cambridge University Press, 2001.
  •  Magill, M. and  Quinzii, M., Incomplete Markets: vol. I: finite horizon economies and vol. II: infinite horizon economies, Cheltenham, Northampton : An Elgar Reference Collection, cop. 2008.
  • Mas-Colell, A., Whinston, M.D. and Green, J.R., Microeconomic Theory, Oxford University Press, 1995.
  • Varian, H., Microeconomic Analysis, Viva-Norton Student Edition, 2009.