Mathematics for economics

This course is ongoing, and material will be modified throughout. Registered students can find problem sets, solutions and grades on UBC Canvas. Other users interested in problem sets and solutions should contact me. TeX code for all documents is available from a git repository. If you want to know when I have made changes to the notes, you can sign up as a "Watcher" on bitbucket, or subscribe to the repository rss feed. Please contact me if you notice any errors or want to suggest changes or additions.


Current lecture notes and slides

  1. Optimization, slides
  2. Optimal control, slides
  3. Dynamic programming, slides
  4. Sets and orders, slides
  5. Metric spaces, topology, and continuity, slides
  6. Linear spaces and transformations, slides
  7. Calculus

Previous lecture notes and slides

  1. Sets, numbers, and proofs: notes and slides
  2. Linear algebra
    1. Systems of linear equations notes and slides
    2. Matrix algebra notes and slides
    3. Vector spaces notes and slides
    4. Applications notes and slides
  3. Calculus of several variables
    1. Limits and topology of metric spaces notes and slides
    2. Functions notes and slides
    3. Differential calculus notes and slides
    4. Contraction principle, inverse and implicit function theorems notes and slides
  4. Eigenvalues, eigenvectors, and definite matrices (see unconstrained optimization notes)
  5. Optimization
    1. Unconstrained notes and slides
    2. Constrained notes and slides
    3. Applications notes
    4. Homogenous and homothetic functions
    5. Convexity
  6. Dynamic programming and optimal control notes and slides
  7. Monotone comparative statics slides