Programmes

Introduction to Calculus

  • Summer schools
  • Department of Mathematics
  • Application code SS-ME100
  • Starting 2020
  • Short course: Closed
  • Location: Houghton Street, London

UPDATE: Due to the global COVID-19 pandemic we will no longer be offering this course in summer 2020. Please check our latest news on this situation here.

A course to develop the basic mathematical tools (such as differentiation, optimisation and integration) necessary for further study in economics, finance, statistics, social sciences, engineering, and related disciplines. The techniques are taught systematically, with an emphasis on their application to economic problems.

Calculus allows us to answer many important questions in many different areas. For instance, how much should a company produce to maximise its profit? Or, if a company has to produce a specified amount, how can they minimise their costs? In this course, we will look at how this all works using a non-theoretical, methods-based approach.


Session: One
Dates: 22 June – 10 July 2020
Lecturers: Dr James Ward and Professor Jozef Skokan



Programme details

Key facts

Level: 100 level. Read more information on levels in our FAQs

Fees:  Please see Fees and payments

Lectures: 36 hours 

Classes: 18 hours

Assessment*: Two written examinations

Typical credit**: 3-4 credits (US) 7.5 ECTS points (EU)


*Assessment is optional

**You will need to check with your home institution

For more information on exams and credit, read Teaching and assessment

Prerequisites

A good grasp of pre-university mathematics.

Programme structure

  • Mathematical preliminaries: sets, functions, equations, graphs.
  • Differentiation, curve sketching and optimisation in one variable.
  • Basic integration techniques such as substitution, integration by parts and partial fractions.
  • Functions of several variables, partial differentiation, the chain rule and homogeneous functions.
  • Unconstrained and constrained optimisation in two variables including the method of Lagrange multipliers.

Course outcomes

This course will help you to:

  • understand the basic techniques in calculus such as differentiation and integration;
  • apply these techniques in a variety of applications such as optimisation.

Teaching

The LSE Department of Mathematics is internationally recognised for its teaching and research. Located within a world-class social science institution, the department aims to be a leading centre for Mathematics in the Social Sciences. The Department of Mathematics was submitted jointly to REF 2014 with LSE's Department of Statistics: 84% of the research outputs of the two departments were classed as either world-leading or internationally excellent in terms of originality, significance and rigour.

The Department has more than doubled in size over the past few years, and this growth trajectory reflects the increasing impact that mathematical theory and mathematical techniques are having on subjects such as economics and finance, and on many other areas of the Social Sciences.

On this three week intensive programme, you will engage with and learn from full-time lecturers from the LSE’s mathematics faculty.

Reading materials

The main reading material will be the detailed handouts distributed at the beginning of the course.

Optionally, the following book might also be helpful:

M. Anthony and N. L. Biggs, Mathematics for Economics and Finance: Methods and Modelling, CUP, 1996.

*A more detailed reading list will be supplied prior to the start of the programme

**Course content, faculty and dates may be subject to change without prior notice

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How to Apply

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