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Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions

Foundations of Quantitative Finance, Book I:  Measure Spaces and Measurable Functions
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Foundations of Quantitative Finance, Book I: Measure Spaces and Measurable Functions

Book 1 in the Foundations in Quantitative Finance Series covers measure theory, including the Riemann and Lebesgue Integral, measurable functions, Borel measures in R, and Littlewood's three principles, a rarity in books on these topics. It lays the foundation for the subsequent volumes.
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