UCSC Department of Economics ECON186 Fall 2018
Mathematical Methods for Economic Analysis
Meeting: 1:00p-4:00p, MTWTF, Sept 4–21 at 192 Engineering 2
Instructor: Jijian Fan (
jifan@ucsc.edu
)
O.H.: 11:00a – 12:00p, 405F Engineer 2, or B.A.
Tel.: (831)459-5351 (office)
Website:
http://jfan.sites.ucsc.edu/teaching/econ186/
Key Dates: Midterm: Tuesday, Sept 11. Final: Friday, Sept 21.
About the Course
The course will cover a wide range of material that makes you prepared for the mathematics required
in the economics courses of the Master program. The goal of the course is to review the main topics
required for graduate-level economic analysis, and to ensure that all students entering the Fall quarter
have an adequate level of mathematical preparation. Topics include: functions, basic set theory, linear
algebra, derivatives and differentials, unconstrained and constrained optimization, probability and
statistics, and differential equations.
Lecture Schedule
Date Schedule
Tue Sept 4Introduction and Linear Algebra 1
Wed Sept 5Linear Algebra 2
Thu Sept 6Linear Algebra 3
Fri Sept 7Derivatives and Differentials 1
Mon Sept 10 Derivatives and Differentials 2
Tue Sept 11 Taylor Series & Midterm
Wed Sept 12 Optimization 1
Thu Sept 13 Optimization 2
Fri Sept 14 Optimization 3
Mon Sept 17 Probability& Stats 1
Tue Sept 18 Probability& Stats 2
Wed Sept 19 Probability& Stats 3
Thu Sept 20 Differential Equations
Fri Sept 21 Final Exam
Course Readings
Primary text: Fundamental Methods of Mathematical Economics, 4th Edition, by Chiang and Wainwright.
This text is Master’s or advanced undergraduate level and covers nearly all topics covered in the course.
Much of the material, examples, and homework problems come directly from this text.
Other suggested readings include: Mathematics for Economists, by Simon and Blume. An excellent
text used by many math-camp courses for PhD programs (including ours). Although the material is
presented in a somewhat more complex manner than Chiang and Wainwright, the material is funda-
mentally very similar and in many cases more thorough. Excellent resource for learning more about a
topic.
