The materials in this section are not mine; they were created and shared by the authors listed below. This page collects freely accessible resources for a deeper understanding of the subject. I may have missed useful lecture notes or courses, so please feel free to send me additional suggestions!
Online course held by W. Gilbert Strang (MIT) for advanced undergraduates and graduate students
A more advanced course by Terence Tao
3Blue1Brown animated short lectures that give a deep understanding of the essentials of Linear Algebra (and many other topics)
Online course held by Claudio Landim (IMPA) for advanced undergraduates and graduate students
Books by Efe A. Ok (NYU), with more advanced material on Measure Theory. At the same link, you can find also material for applied point-set topology and order theory
Lecture Notes by Gabriel Khan (ISU) based on Royden-Fitzpatrick's textbook and the lecture notes by Timothy McNichol
Book "Introduction to Real Analysis, Volume I" and "Volume II" by Jiří Lebl
More advanced courses on Analysis I and Analysis II and Measure Theory by Terence Tao
Asymptotic Theory notes, more oriented toward statistics by David R. Hunter (UPenn)
Lecture notes by Piotr Zwiernik
Piotr Zwiernik's Lecture notes, which cover an introductory course in Real Analysis, Linear Algebra, Measure Theory, Fixed Point theorems and Correspondences. Other lecture notes on Probability Theory are also available.
Various Courses from the department of Mathematics (Oxford)
Course on Differential Equations and Linear Algebra by Gilbert Strang (MIT)
YouTube course by Rajiv Sethi
Course on "The Art of Educated Guessing and Opportunistic Problem Solving"
Deep learning and Economics Website by Jesús Fernández-Villaverde
Elements of Information Theory by Thomas M. Cover and Joy A. Thomas
Convex Optimization by S. Boyd and L. Vandenberghe
The Elements of Statistical Learning by T. Hastie, R. Tibshirani and J. Friedman
Foundations of Machine Learning by M. Mohri, A. Rostamizadeh and A. Talwalkar
Proof techniques for Nash Equilibrium by Mike Mingcheng Wei