Goursat proof of Cauchy Integral Theorem assumption

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I am studying the Goursat proof of the Cauchy Integral Theorem

It relies on the remark that the integrals $\int dz$ and $\int zdz$, taken along any closed contour are null.

I don't know how to prove that. I can imagine that $\int dz=0$ because when you return from where you went, the sum of all your trips should be null (it is not a very rigorous mathematical proof), but for $\int zdz$ it is much harder for me.

Can you help me to solve that problem?

Edit: we could use Cauchy's integral theorem for that but since it is exactly what we are looking to prove it doesn't make sense...

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The fundamental theorem calculus applies to complex differentiable functions in a similar way to how it applies to real differentiable functions. To spell it out, if $f(z)$ is complex differentiable, and if $\gamma$ is a path from $a$ to $b$, then $$ \int_\gamma f'(z) dz = f(b) - f(a).$$

In particular, if $\gamma$ is a closed path, then $\gamma$ starts and finishes at the same place, so the $a$ and $b$ in the equation above are the same point. So if $\gamma$ is a closed path, you have $$ \oint_\gamma f'(z) dz = 0.$$

Now if you apply this result with the differentiable functions $f(z) = z$ and $f(z) = \frac 1 2 z^2$, you will be able to deduce that $\oint_\gamma 1 dz = 0$ and $\oint_\gamma z dz = 0$ along any closed path $\gamma$.