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What advice would you give to someone studying the mathematics of finance on their own? What books? Any websites? I don't plan on going back to school for additional training. Any help would be appreciated.

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- #1

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What advice would you give to someone studying the mathematics of finance on their own? What books? Any websites? I don't plan on going back to school for additional training. Any help would be appreciated.

- #2

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I've never studied mathematics by just going to class and then trying to do exercises and assignments purely by what the lecturer says. Often there are better ways to do things, and it's good to do some research and find out these other ways. I don't think mathematics is about having a problem and being very insular in the way you try to solve it.

I don't know much about the mathematics of finance, and I've just been rambling, but I hope that you find something worthwhile in what I've said.

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That said, recommending a book is a much different story. The is a wide spectrum of such books, ranging from too simple to too much. I have an interesting looking book called 'Probability Through Problems', where you work out all of the important theorems and applications as excercises (solutions are given). I have not looked too deeply, but this book may be a good place to start if you intend to learn yourself.

Otherwise, just browse for a book which looks readable, and one in which the excercises look interesting (because you want to do as many of them as possible).

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