Math Camp is held every year in late August and is for advanced entry students in the first year of the program and other students in the second year of the program. Students are welcome to take it early and more than once. It is taught by PhD students under the supervision of the PhD program director.
Students do not need a textbook, but Chiang’s Fundamental Methods of Mathematical Economics (any edition) and Mas-Collel et al.'s Microeconomic Theory are good books to own.
Redina Tahaj and David Hummel currently co-taught Math Camp in recent years.
The lectures are based on specific chapters/appendices from a series of books:
1. Linear Algebra (Greene’s Econometrics Mathematical Appendix)
2. Calculus/Optimization (Alpha Chiang’s Fundamental Methods of Mathematical Economics for the calculus/Lagrange/KKT method part)
3. Dynamic Optimization (Alpha Chiang again)
4. Probability and Statistics (Stock and Watson Introduction to Econometrics and Greene’s Econometrics statistics and probability appendix)
5. Additional Topics: Envelope Theorem, Implicit Function Theorem from Mas-Colell Math appendices.