Hello Mark,

I have a little question regarding Measure theory. I already had a stochastic calculus course with no backround on measure theory. I have a general understanding of the concepts. But now i'm thinking about doing some Measure theory in order to better master stochastic calculus and pricing.

My questions are :

- To which extent is it important to learn measure theory for someone willing to become a quant? (I mean what, conceretely, the things one misses when not understanding measure theory when doing stochastic calculus and pricing)

- I would need your advice for the easiest and the most intuitive book on the subject in case you recommand doing measure theory. Also what points in measure theory your recommand to emphysis in that case?

Really thanks for you help in advance. And many thanks for your great books!!!!

Best regards

Jason