• 5 Rating
• 1 Reviews
• 49 Students Enrolled

This background course on mathematics aims to provide fundamental mathematical knowledge essential for advanced economic analysis. Although open to all master students, it is specifically tailored to those wishing to directly pursue the advanced Y-track of courses. Therefore in content and form, this intensive course is intended to deliver methods beyond refreshing advanced calculus and linear algebra. The course solely deals with deterministic mathematics. For some theorems formally rigorous proofs are presented in order to make participants more comfortable with - and ideally to provide some intuition for – constructing and understanding of mathematical proofs. Throughout the course proper use of notation will be stressed. Topics presented in class constitute the minimal required program given the above aim, and the maximal feasible program given time.

• 5 Rating
• 1 Reviews
• 49 Students Enrolled
• Free
Tags:
Mathematics LinearAlgebra Vectorspaces

### Courselet Content

4 courselets • 20 courselet components • 15h 53m total length
 39min 33min 69min 57min 73min
 64min 75min 56min 58min
 71min 60min 78min 77min
 73min 70min

### Requirements

• Knowledge of Calculus I & II

### Course Structure

1. Sets, Relations, Preferences
• characterization of and operations on sets
• truth function
• mappings, functions and relations
• preference relations
2. Vector Spaces and Linear Algebra
• general vector spaces, linear independence, basis of a vector
• linear mappings between vector spaces, matrix algebra
• basis transformations, eigenvalue - eigenvector decomposition
3. Topology and Convex Optimization
• general definition topology, open and closed sets, topological space
• metric, metric space, sequences and convergence in general metric spaces
• norm, normed space and completeness of spaces: Banach and Hilbert spaces
• continuity in general spaces
• compactness and convexity, concavity of sets and functions and relations
• separating hyperplane theorem
• correspondences and fixed point theorems
• existence result of convex optimization problem: Kuhn-Tucker Theorem
4. Differential calculus
• differentiability in one and higher dimensions
• Taylor approximation
• optimization problems

### Literature and Sources

• Schofield, N. (2004). Mathematical Methods In Economics And Social Choice: Study Edition (Vol. 17). Springer.
• De la Fuente, A. (2000). Mathematical methods and models for economists. Cambridge University Press.