Mathematics for Economists II

The second half of the graduate math sequence shifts from static optimization to the dynamic and stochastic machinery that underpins modern macro and theory work: contraction mappings, Bellman equations, measure-theoretic integration, and limit theorems for sequences of random variables. You'll move between proving things rigorously (existence, uniqueness, convergence) and setting up dynamic programming problems on problem sets, with a quiz, written midterm, and open-book final. Expect this to be the toolkit you actually use later in macro, econometrics, and any field course that touches infinite-horizon decisions or asymptotic statistics.