Greedy does not refer to a single algorithm, but rather a way of thinking that is applied to problems; there's no one way to do greedy algorithms. Hence, we use a selection of well-known examples to help you understand the greedy paradigm.
Note that not all greedy problems necessarily require mathematical proofs of correctness. It is often sufficent to intuitively convince yourself your algorithm is correct.
Sometimes, if the algorithm is easy enough to implement, you don't even need to convince yourself it's correct; just code it and see if it passes. Competitive programmers refer to this as "Proof by AC," or "Proof by Accepted."