Although Max insisted von Neumann attend school at the grade level appropriate to his age, he agreed to hire private tutors to give him advanced instruction in those areas in which he had displayed an aptitude. At the age of 15, he began to study advanced calculus under the renowned analyst Gábor Szegő. On their first meeting, Szegő was so astounded with the boy's mathematical talent that he was brought to tears. Some of von Neumann's instant solutions to the problems in calculus posed by Szegő, sketched out on his father's stationery, are still on display at the von Neumann archive in Budapest. By the age of 19, von Neumann had published two major mathematical papers, the second of which gave the modern definition of ordinal numbers, which superseded Georg Cantor's definition. At the conclusion of his education at the gymnasium, von Neumann sat for and won the Eötvös Prize, a national prize for mathematics.

At what age did Von Neumann begin to study advance calculus?