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