2026/27 Undergraduate Module Catalogue

LUBS3341 Applied Mathematical Analysis for Economics and Finance

10 Credits Class Size: 90

Module manager: Kausik Chaudhuri
Email: K.Chaudhuri@lubs.leeds.ac.uk

Taught: Semester 2 (Jan to Jun) View Timetable

Year running 2026/27

Pre-requisites

LUBS2230 Mathematics for Business and Economics 2
LUBS2575 Statistics and Econometrics

Mutually Exclusive

MATH0111 Elementary Diff Calculus 1
MATH0212 Elementary Integral Calculus (Version 1)
MATH0370 Introduction to Applied Mathematics 2
MATH1000 Core Mathematics
MATH1013 Computational Mathematics and Modelling
MATH1331 Linear Algebra with Applications
MATH2600 Numerical Analysis
MATH2640 Introduction to Optimisation
MATH2715 Statistical Methods
MATH2740 Environmental Statistics
MATH3723 Statistical Theory
MATH3772 Multivariate Analysis

This module is not approved as a discovery module

Module summary

This course provides students with mathematical tools to analyse dynamic economic and financial models. Students will learn to solve and interpret first- and second-order dynamic systems, construct diagrams, and apply these to topics such as economic growth, business cycles, and optimal consumption/portfolio choice. The emphasis is on economic intuition, stability analysis, and model applications rather than merely abstract mathematics.

Objectives

Building on a foundation of mathematical economics and statistics, this module equips students with the analytical tools and the economic intuition required to evaluate complex dynamic models. By integrating the study of differential equations and an intertemporal mathematical framework, students will learn to model real-world phenomena such as economic growth, business cycles, and intertemporal choice. A core focus is placed on enabling students to study the stability and long-term behaviour of dynamic systems in both economic and financial contexts using appropriate diagrams and techniques.

The module is delivered through a blend of structured lectures and interactive seminars designed to bridge the gap between mathematical theory and practical economic insight. While lectures focus on the rigorous derivation of solutions and theoretical foundations, seminars provide a collaborative space for active learning and problem-solving. Through this dual approach, students will develop specialized skills in intertemporal optimization—applying these to consumption and investment decisions—while honing transferable strengths in quantitative reasoning and the communication of technical concepts.

Learning outcomes

On successful completion of the module students will have demonstrated the following learning outcomes relevant to the subject:
ALO1 - Understand and apply key mathematical techniques used in dynamic modelling.
ALO2 - Construct and interpret diagrams to analyse the stability and behaviour of dynamic systems.
ALO3 - Apply a mathematical framework to solve intertemporal optimisation problems in economics and finance.
ALO4 - Translate mathematical solutions into economic insights relevant to decision-making in organisations and the economy.

Skills outcomes

On successful completion of the module students will have demonstrated the following skills:
SLO1 - Problem solving and analytical skills
Through the transition from abstract equations to actionable insights, students build a logical rigour.

SLO2 - Systems thinking
Understanding mathematical models allows students to see how variables are connected and how each part of a model interacts with another.

SLO3 - Anticipatory/future thinking and Strategic Practice
Many of the models are intertemporal and therefore show how decisions today turn into outcomes tomorrow, which helps students move beyond short-termism.

SLO4 - Communication
Students will need to communicate the outcomes of models and be able to explain the complex models, method and outcomes.

Syllabus

Indicative syllabus

Dynamic methods are central to economics and finance as many important decisions and outcomes unfold over time. This course aims to introduce the core methods in analysing how economic and financial variables evolve dynamically rather than remaining static. The course starts with dynamic systems, which describe how variables interact and change across time. Two key concepts are introduced: difference equations, which model changes between discrete time periods (such as yearly or quarterly economic data), and differential equations, which describe continuous-time adjustments often used in financial modelling and economic growth theory. Phase diagrams are subsequently introduced as graphical way to visualise the behaviour of dynamic systems and analyse stability, equilibrium paths, and long-run outcomes. Finally, dynamic optimisation examines how individuals, firms, and policymakers make optimal decisions when present choices influence future outcomes, central to model investment, consumption, and financial portfolio decisions. In sum, the course provides a foundation for analysing intertemporal economic behaviour and the evolution of economic systems over time.

Teaching Methods

Delivery type Number Length hours Student hours
Lecture 13 1 13
Seminar 5 1 5
Private study hours 82
Total Contact hours 18
Total hours (100hr per 10 credits) 100

Opportunities for Formative Feedback

Towards the end of the module students will have the chance to work in teams to receive feedback on a practice exam paper. Online MCQs will also be made available to students during the semester.

Exams
Exam type Exam duration % of formal assessment
Standard exam (closed essays, MCQs etc) (S1) 2.0 Hrs Mins 100
Total percentage (Assessment Exams) 100

The resit for this module will be 100% by 2 hour examination.

Reading List

Check the module area in Minerva for your reading list

Last updated: 30/04/2026

Errors, omissions, failed links etc should be notified to the Catalogue Team