I've started learning mathematical finance by reading its major papers instead of a textbook. I did this because as I understand it the subject mostly started with Markowitz in the 50s and hasn't yet branched off into a billion different areas like more general probability or like differential geometry to the point that textbooks become necessary for directing students. I think the applied and focused nature of the field is to thank for this.

By now I've gone chronologically through various papers by Markowtiz, Fama, Black&Scholes, Merton, Vasicek, Margrabe, and I'm working through Harrison-Pliska right now. Most of these were about 30 pages but pretty quick reading, some taking like 2 weeks at the longest. And thats only going through them when I have the spare time, working out all the steps and everything.

But anyways, I've noticed that I am retaining info better than when I try to learn something from a textbook. Does anyone have any ideas why? Could this work for other branches of math? I would really like to learn some complex manifolds but its so old and become so broad and interwined with other math that its hard to even find a sequence of papers from its beginnings to present research.

Yeah this isnt really a question, just a blog on how I have found more success by reading papers than a canonical textbook, but it only seems plausible to do in relatively new and narrow disciplines.