How to Learn Advanced Mathematics Without Heading to University - Part 1 | QuantStart

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2021-06-19 00:00:12

I am often asked in emails how to go about learning the necessary mathematics for getting a job in quantitative finance or data science if it isn't possible to head to university. This article is a response to such emails. I want to discuss how you can become a mathematical autodidact using nothing but a range of relatively reasonably priced textbooks and resources on the internet. While it is far from easy to sustain the necessary effort to achieve such a task outside of a formal setting, it is possible with the resources (both paid and free) that are now available.

We'll begin by discussing the reasons for wanting to learn advanced mathematics, be it career-driven, to gain entrance into formal education or even as a hobby. We'll then outline the time commitment required for each stage of the process, from junior highschool (UK GCSE equivalent) through to postgraduate/research level work. I will then present the different study materials available for the equivalent of an undergraduate course, how to access them and how to make the best use of them. Finally, I will describe a mathematical syllabus that takes you all the way through a modern four-year Masters-level UK-style undergraduate course in mathematics, as applicable mainly to quantitative finance, data science or scientific software development.

In this particular article we will consider the first year of an undergraduate course. The remaining articles will each discuss subsequent years.