Summer School in Mathematical Economics and Financial Econometrics

The Summer School in Mathematical Economics & Financial Econometrics is hosted by UNNC's School of Economics since 2017. The programme aims to nurture and enhance mathematical skills and introduce their applications in studying economics and finance. 

It is ideal for the students who

• aspire to build up solid foundation in mathematics for further studies and career development in economics, finance, and related fields such as statistics and data science, and
• seek advice with general study in mathematics, especially quantitative modules in economic related programmes at both undergraduate and graduate levels.

15 June to 3 July 2026

The programme offers the following four modules over a three-weeks period.

• Analysis and Optimization
  This module provides analytical methodology optimization tools in economics. It aims to enhance understanding in calculus and optimization theory.
• Linear Algebra with MATLAB
  This module teaches (i) the application of linear algebra in econometrics and pricing theory in finance and (ii) how to program related classical linear algebra algorithms in these topics in MATLAB. It helps students to better understand linear algebra and build up programming skills at the algorithmic level.
• Topics in Econometrics
  This module teaches advanced econometric methods to deal with instrumental variables, simultaneous equations from a theoretic perspective. It also teaches GMM methods and its application in finance.
• Probability Theory
  This module offers a rigours and comprehensive treatment in probability theory from a modern perspective. It offers understanding of probability theory at the conceptual level, which is extremely useful for studying related modules such as statistics, econometrics, stochastic calculus, etc.

To help students digest the contents, all module contains both lectures and tutorial sessions.

Changes made (based on past year feedback) 

• We continuously receive feedback that there is too much content to digest in such a short term. In response, we’ve streamlined the curriculum design this year to encompass only the above four core modules. (Past students have found them to be extremely practical for both advanced undergraduate and graduate studies.) Other modules are replaced by tutorial sessions led by TAs, who will help you consolidate the material, make further explorations, and solve practice problems. (Evening Q&A sessions are still available as usual.)
• With the rise of AI, we will also be showing you how to better use AI to facilitate your study throughout the term.

Prerequisites: (1) Basic knowledge of calculus and linear algebra (e.g., Knut Sydsæter, Peter Hammond, Arne Strøm and Andrés Carvajal (2016), Essential Mathematics for Economic Analysis, Pearson Education); (2) Basic knowledge of introductory level of econometrics/statistics.

Certificates and Awards

• A final exam (containing all 4 modules) will be carried out in the end of the programme. 
• We issue certificates to all participants.
• Students who perform well will receive certificates with excellence. 
• In addition, for students achieving exceptionally great performance, we will offer them suitable RA positions after the programme.

Click here for the detailed schedule. Please note that the programme is subject to change.

• Shravan Luckraz, UNNC, (PhD from the National University of Singapore)
• Zhenjiang Lin, UNNC, (PhD from the Carleton University)
• Xuewen Qian, UNNC, (PhD from the National University of Singapore)
• Stuart McDonald, UNNC, (PhD from the University of Queensland)
• Chen Qu, UNNC, (PhD from the BI Norwegian Business School)

Please click here to fill in the registration information.

Application and payment deadline: 22 May 2026

Tuition fee: 13,000 RMB

Early bird price: 12,000 RMB (for students who finish payment before 22 May 2026)