To provide the students with basic facts needed to follow modern
economic courses, to give them deeper understanding of
mathematical methods and mathematical way of thinking. In fact
this the first, preliminary part of first year Ph.D course in
mathematics for economists

This course explores - both from a theoretical and from an empirical perspective - demand for energy in developing and developed countries, energy supply, energy markets and public policies affecting energy markets. It discusses aspects of the oil, natural gas, coal and nuclear power sectors and examines energy taxes, price regulation, deregulation, energy efficiency and renewable energy policies.

This is an introductory course in Financial Economics. It is the first class in a two-course sequence in financial economics.
Topics: Expected Utility Theory, Measuring Risk and Risk Aversion, Optimal Portfolio (Savings and Optimal Portfolio with One Risky Asset, Optimal Portfolio with Many Risky Assets), Asset Pricing (Contingent Claims Markets and Arrow-Debreu Pricing, No Arbitrage and the Martingale Measure, Consumption-based Asset Pricing Model, Mean-Variance Frontier, Betas, and Discount Factors, Empirical Tests of Asset Pricing Models), Options and Market Completeness, Fixed Income Securities and the Term Structure of Interest Rates.

The objective of this course is to provide tools to study coalitional transferable utility (TU) games. We defined coalitional TU games and some of their basic properties. We discussed market games, cost allocation games, and simple games. Games in the foregoing families frequently occur in applications. We systematically listed the properties of the core. These properties, suitably modified, served later, in different combinations, as axioms for the core itself, and the Shapley value.
Topics: Coalitional games, Properties of solutions, The Bondareva-Shapley Theorem, An application to market games, Totally balanced games, A characterization of convex games, An axiomatization of the core, An axiomatization of the core on market games, The Shapley value.

This is the second course in the time series analysis sequence. Beside complementing the first course, this will cover ARIMA, VAR, GARCH, and other time series models. We will have a further look at cointegration and unit roots; and introduce forecasting, extensions of the basic model, and structural change.

This course will serve as an introduction to social choice theory and mechanism design. We intend to cover many of the classic results (i.e. Arrow's theorem, the Gibbard-Satterthwaite theorem, etc.) as well as more contemporary work. In particular, we will cover Maskin's theorem and some new positive results on majority rule. We shall also consider the general Bayesian implementation problem and some special cases (i.e. quasi-linear preferences). Some results from auction theory (e.g. revenue-equivalence) will also be discussed. Finally, we will introduce the notion of virtual implementation and prove the positive result of Abreu and Matsuchima. Basic knowledge of Nash and Bayesian-Nash equilibrium will be assumed.