Banque de France

Monetary and Financial Studies Division

31, rue Croix des Petits-Champs

75049 Paris cedex 01

Phone: (+33)-1-42-92-64-24

Email: stephane.dupraz@banque-france.fr

In summer 2014 and 2015, I taught the math camp for incoming students to the econ PhD program at Columbia. I wrote the following lecture notes, which cover much of the mathematical tools needed in economics. If you are starting an econ or econ-related program and want to brush up on your math, feel free to use them (also: congratulations on your admission!). Associated problem sets and their solutions are available on the 2014 and 2015 math camp websites.

Basic Set TheoryProving Things

1. Linear Algebra

2. Analysis

3. Multivariate Calculus

4. Convexity

5. Static Optimization

6. Loglinearization

7. Correspondences

8. Measure Theory

Epilogue

- Financial Economics, Spring 2016 (Sally Davidson)
- First-year econ PhD Macro, Spring 2013 (Stephanie Schmitt-Grohé and Joseph Stiglitz)
- Intermediate Macro, Fall 2012 (Xavier Sala-i-Martin)