Here is all the math you need to know to understand most of LW (correct me if I'm wrong):
I'm working through all of it right now. Not very far yet though.
You might want to add computer science and basic programming knowledge too.
Some people, including me, can get away with knowing much less and just figuring stuff out as we go along. I'm not sure if anyone can learn this ability, but for me personally it wasn't inborn and I know exactly how I acquired it. Working through one math topic properly at school over a couple years taught me all the skills needed to fill any gaps I encountered afterwards. University was a breeze after that.
The method of study was this: we built one topic (real analysis) up from the ground floor (axiomatization of the reals), receiving only the axioms and ...
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