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1112 MPF M Review Math

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.

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kterink007
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95 views1 page

1112 MPF M Review Math

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.

Uploaded by

kterink007
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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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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