Resources for math self-study

[Roel]

First-time poster, so hi everybody.

In my current job I'm a (C++) programmer in a non-finance field. I don't have a CS degree (only an bachelor's in Business Information Systems) and I find myself lacking in mathematics sometimes. Right now I can't take 'real' (classroom) courses because I'm already doing another degree next to my job (law school - yes I know that my resume will look / looks very strange).

Yet I don't want to wait another 2 years to brush up on my math skills. My main reason for learning more math (and asking about it on this forum) is that I may want to move into the finance field in a few years (not necessarily as a quant) if it turns out that lawyering isn't my thing either.

So, long story short, what books are there out there from which I can learn

- calculus
- linear algebra
- statistics

that have not only a good explanation of the theory, but also 'homework-style' questions that I can do to see if I understood the material? I have already flipped through the math books my girlfriend used when she did her civil engineering degree, but they're all completely lacking any way to test if one understands the material in there.

And then, let's say I wanted to start studying financial models a bit to make the things I learn a bit less abstract. How would I go about that? Writing a model from scratch is out of my league, and implementing Black Scholes from scratch doesn't seem to add much value, either. Are there any toy projects that serve as a learning tool for beginners in financial modeling, like writing a text editor or contact manager application are toy projects for programmers to start with?

Thanks in advance.

 

[Roffe]

As a general recommendation I'd like to mention Schaum's Outlines for books with lots and lots of solved and unsolved problems. They are available for most of the popular math areas.

For a good text book on applied linear algebra (and matrix analysis) may I recommend the book by Carl Meyer.

 

[const451]

Start with Pre-Calculus and Calculus by James Stewart. They have many problems and solved exercises. You can also buy solution manual. That will keep you preoccupied for at least next six months. Calculus book is for the two semesters course. Calculus by Apostol is also very good but not for the absolute beginner.

Linear Algebra by David Lay.

Statistics by David Freedman, Robert Pisani, and Roger Purves - they use it in Berkeley intro course. It is for absolute beginner, though it uses no usual formulas, symbols, and terminology.

 

[emil]

Check this website for some good free tutorials/courses in Calculus, Diff Eqs, Linear Algebra:

http://tutorial.math.lamar.edu/

 

[dstefan]

If you already took Advanced Calculus and want to refresh it with the aim of further studying financial mathematics, the following book was written for just this purpose:

Title: A Primer for the Mathematics of Financial Engineering
Author: Dan Stefanica

More information can be found at
Dan Stefanica's A Primer for the Mathematics of Financial Engineering - QuantNetwork - Financial Engineering Forum
A Primer for the Mathematics of Financial Engineering - $55.00 : Financial Engineering Press, Book store
Amazon.com: A Primer for the Mathematics of Financial Engineering: Dan Stefanica: Books