Mathematics for Economics

The following topics treated in other Wikibooks prepare one for technical economics:

  • Calculus, including the Chain rule, higher order derivatives, Taylor series, optimization, implicit differentiation, antiderivatives, integra formulas, improper integrals, Leibniz's rule, differential equations,
  • Linear Algebra, including bases, linear subspaces, systems of linear equations, scalar products, hyperplanes, eigenvalues, quadratic forms, semidefinite matrices, dominant diagonal.
  • Multivariable calculus, including open and closed sets, convex sets, level surfaces, gradients, tangent planes, chain rule, Taylor's theorem, convex and concave functions
  1. Nonlinear programming
  2. Comparative statics
    1. Implicit function theorem
    2. Method of Lagrange multiplier
    3. Envelope theorem
    4. Inequality constraint
  3. Path integral
    1. Path Independence
  4. Stability
    1. Local and global stability
    2. Linear system
    3. Lyapunov function
  5. Dynamic programming
    1. Finite horizon discrete-time problems
    2. Infinite horizon
    3. Stochastic dynamic programming