So I'm ~16 now and want to try competitive programming (in future of course). So I realise that I really need to know some advanced Math.
I already know the basics of Calculus etc. Where do I get started? Please link me to some good books.
Thanks.
I do have a pearl to recommend, although probably a bit beyond what you're looking for just now.
You said 'advanced Math'. This book presents the numerous areas of applied mathematics in a cleanly integrated way. Much is developed in the many excellent exercises throughout this book.
http://www.amazon.com/Mathematics-Physics-Modern-Engineering-Second/dp/B000NTV3ZY/ref=sr_1_2?s=books&ie=UTF8&qid=1457822229&sr=1-2&keywords=mathematics+of+physics+and+modern+engineering
This book gives a bit beyond BS level mastery of applied mathematics.
Chapter list:
Infinite series
Nonlinear differential equations
Linear differential equations and Laplace transform
Algebra and geometry of vectors, matrices
Functions of several variables (multi variate calculus here)
Field theory
Partial differential equations
Complex variable theory
Probability
Numerical analysis