Course description

Mathematics, Ph.D.

Introduction

Economic analysis is based on mathematical concepts and tools like functions
and optimization. This intensive course is designed to enhance the
mathematical knowledge of course participants in areas which are particularly
relevant for doctoral studies of economics and finance.

The course is designed for students in the following programmes:
Ph.D. specialisation in Economics
Ph.D. specialisation in Finance

Course content

The course will be based around the following topics:

  • Sets and point set topology
  • Vectors and linear algebra
  • Real analysis in one and several variables
  • Unconstrained and constrained optimization
  • Correspondences and fixed points
  • Differential equations and dynamical systems
  • Control theory in continuous and discrete time

Learning outcome knowledge

After completing the course, the student will be familiar with basic mathematical tools for economic analysis.

Exam organisation

  • Written exam: 100%