"measure, integral and probability", by Capinksi a

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"measure, integral and probability", by Capinksi a

Postby jl » Sat Aug 09, 2008 2:58 pm

This Springer Undergraduate Series book is a great intro to measure theoretic probability, it's very suitable for self-study and has hints/partial solutions to many of the exercises. It is a very clearly written book. It also has some brief mathematical finance applications (2-3 pages) at the end of most chapters.

It's an ideal intro text imo for someone either with absolutely no prior knowledge or very little knowledge of measure theory. Very easy-going. More exercises would help though.
jl
 
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