This book is based on the lecture notes of the mathematical Olympiad training courses conducted by the author in Singapore. Its scope and depth not only covers and exceeds the usual syllabus, but introduces a variety concepts and methods in modern mathematics. In each lecture, the concepts, theories and methods are taken as the core. The examples are served to explain and enrich their intension and to indicate their applications. Besides, appropriate number of test questions is available for reader's practice and testing purpose. Their detailed solutions are also conveniently provided. The examples are not very complicated so that readers can easily understand. There are many real competition questions included which students can use to verify their abilities. These test questions are from many countries, e.g. China, Russia, USA, Singapore, etc. In particular, the reader can find many questions from China, if he is interested in understanding mathematical Olympiad in China. This book serves as a useful textbook of mathematical Olympiad courses, or as a reference book for related teachers and researchers.