一、数学基础(本科前2年)
1、微积分
Stewart, Calculus: Early Transcendentals, 5th edition
2、线性代数初步
Richard Hill, Elementary Linear Algebra with Applications
3、微分方程初步
W. Boyce and R. DiPrima, Elementary Differential Equations and Boundary Value Problems
4、概率统计
Probability and Statistics (3rd Edition) by Morris H. DeGroot, Mark J. Schervish
二、经济学PHD数学预科(本科高年级)
1、经济数学基础
Mathematics for Economists by Simon & Blume
2、经济数学
Walter Rudin’s Principles of Mathematical Analysis
Lang, Serge, Linear Algebra
Rangarajan K. Sundaram’s A First Course in Optimization Theory
A. N., Probability (Graduate Texts in Mathematics 95), Springer Verlag
三、PHD经济数学I(必修)(博士一年级)
1、实分析
Royden, Real Analysis ,3rd
Lang, Real and Functional Analysis
2、概率论
A Course in Probability Theory,by Kai Lai Chung
Probability and Measure, 3rd Edition ,by Patrick Billingsley
3、数理统计
Statistical Inference ,by George Casella, Roger L. Berger