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This document outlines the topics covered in a math brush up course for a master's program in macroeconomics policy and financial markets. The course covers introduction to calculus, including functions, differentiation, and optimization techniques. It also covers optimization topics like finding maxima and minima, constrained and unconstrained optimization, and the Lagrangian method. The document lists references for further reading on mathematics for economics and optimization theory.
This document outlines the topics covered in a math brush up course for a master's program in macroeconomics policy and financial markets. The course covers introduction to calculus, including functions, differentiation, and optimization techniques. It also covers optimization topics like finding maxima and minima, constrained and unconstrained optimization, and the Lagrangian method. The document lists references for further reading on mathematics for economics and optimization theory.
This document outlines the topics covered in a math brush up course for a master's program in macroeconomics policy and financial markets. The course covers introduction to calculus, including functions, differentiation, and optimization techniques. It also covers optimization topics like finding maxima and minima, constrained and unconstrained optimization, and the Lagrangian method. The document lists references for further reading on mathematics for economics and optimization theory.
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