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MATHS BRUSH UP COURSE for Master Program in

MACROECONOMICS POLICY AND FINANCIAL MARKETS


2013-2014 Academic Year



Introduction to Calculus
real valued functions, continuity, differentiation
partial derivatives, the Chain Rule
homogeneous functions and Euler's formula
convexity, concavity, quasi-convexity, -concavity
inverse function theorem
implicit function theorem
Taylor expansion
Optimization
existence/uniqueness of maximum
unconstrained optimization
constrained optimization, Lagrangians, KKT conditions
envelope theorem
References
1. Tutorial: A web based tutorial by Martin J. Osborne on the Mathematics of Optimization:
http://www.economics.utoronto.ca/osborne/MathTutorial/index.html
2. Appendix of Microeconomic Theory by Mas Colell, Whinston and Green
3. Textbook: Mathematics for Economists, Carl P. Simon and Lawrence Blume
4. Textbook: A First Course in Optimization Theory by Sundaram R.K.
5. Textbook: Mathematical Methods and Models for Economists by Angel de la Fuente

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