Faculté des Hautes Etudes Commerciales (HEC)

Objectifs

This course aims at refreshing mathematical notions and techniques and developing complements which will be useful for applications in the fields of actuarial science and finance. The goal is to provide a common base of general techniques of differential and integral calculus and of linear algebra used in the other courses. Many examples drawn for actuarial science will illustrate the necessity for future actuaries to master these skills.

Contenus

Differential and Integral Calculus

• Real Numbers, Sets, Sequences, Infinite Series
• Functions, Differentiation and Integration
• Partial Derivatives, Repeated Integrals
• Complex Numbers, Fourier Transforms

Linear algebra

• Linear Equation Systems
• Vector Spaces
• Eigenvalues and Eigenvectors
• Decompositions of Matrices

Références

Rudin, W. Real and complex analysis, McGraw-Hill, 2nd edition.

Evaluation

1ère tentative

Examen:

Ecrit 3h00 heures

Documentation:

Autorisée avec restrictions

Calculatrice:

Autorisée avec restrictions

Evaluation:

Participation during the Semester Exams: Midterm (2 hours) and Final Exam (3 hours), both written, restricted documentation. Grades: 10% Participation during the Semester, 30% Midterm, 60% Final Exam

Rattrapage

Examen:

Ecrit 3h00 heures

Documentation:

Autorisée avec restrictions

Calculatrice:

Autorisée avec restrictions

Evaluation:

Participation during the Semester Exams: Midterm (2 hours) and Final Exam (3 hours), both written, restricted documentation. Grades: 10% Participation during the Semester, 30% Midterm, 60% Retake Exam