Course Overview

This is a mathematical analysis course for doctoral and master students in economics. The course aims to prepare you for advanced courses in economics and your future research. The material includes some basic concepts in set theory, real analysis, convexity and optimization. Given the time constraint, the focus of the course is not to have an extensive coverage of mathematical concept and theorem, but rather to give you a decent training in abstract reasoning and theorem proving.

Learning Achievement

Course Outlines
Sets and Functions
1. Sets
2. Functions
3. Cardinality
3. Rational Numbers
Real Numbers and Metric Space
1. Real Numbers
2. Metric Space
3. Convergence
4. Cauchy Sequence
Topology
1. Open Sets and Closed Sets
2. Continuous Functions
3. Compactness
4. Existence of Optima
Covexity and Optimization
1. Convexity
2. Duality
3. Karush_Kuhn_Tucker Theorem
Linear Algebra
1. Vector Space
2. Matrix Algebra
3. Eigenvalues and Eigenvectors

Competence

Course prerequisites

*Restrict to graduate students.
*Ten classes only, from Aug. 28 to Sept. 8, Monday to Friday, 9:10-12:10

Grading Philosophy

Course schedule

Course type

Online Course Requirement

Instructor

Chien-Chiang Wang

Other information

Graduate Institute of Economics

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