One of my favourite mathematical books is "Problem Solving Through Problems" by Loren C. Larson. It contains a wealth of techniques and problems, many of which appeared in previous Putman competitions (an annual mathematical competition for undergraduate students). It also has many exercises. The following is one of my favourite problems from that book, with its solution that took me a long time to get. The interested reader should try to solve this before looking at the solution.
Problem: Let be a polynomial of degree such that for all . Show that
for all . (Here refers to the -th derivative of evaluated at .)
Solution: Note that is identically 0, since taking a derivative lowers the degree by 1. Let
Then
by the above observation. Note that .
Now is of even degree since for all . Thus by definition, is also of even degree. This implies has a minimum. Let us suppose it attains its minimum at . Then and so , for all , which shows the required result.