We learn by doing. We learn mathematics by doing problems. And we learn more mathematics by doing more problems. If you want to hone your understanding of continuous and differentiable functions, this book contains hundreds of problems to help you do so. The emphasis here is on real functions of a single variable. Topics include: continuous functions, the intermediate value property, uniform continuity, mean value theorems, Taylors formula, convex functions, sequences and series of functions. The book is mainly geared toward students studying the basic principles of analysis. However, given its selection of problems, organization, and level, it would be an ideal choice for tutorial or problem-solving seminars, particularly those geared toward the Putnam exam. It is also suitable for self-study. The presentation of the material is designed to help student comprehension, to encourage them to ask their own questions, and to start research. The collection of problems will also help teachers who wish to incorporate problems into their lectures. The problems are grouped into sections according to the methods of solution. Solutions for the problems are provided. Problems in Mathematical Analysis I and III are available as Volumes 4 and 21 in the AMS series Student mathematical Library.