These forums exist to discuss books on quantitative finance.
Giulio wrote: ...also b/c it is a beautiful topic...
Giulio wrote:what do you think about, e.g.:
Royden - real analysis
Wheeden & Zygmund - Measure and integral - An introduction to real analysis
Folland - Real Analysis Modern techniques and their applications
Rudin - real & complex analysis
mj wrote:I haven't read any of those. I learnt measure theory using Weir's book on Lebesgue Integration.
mj wrote:well it was a long time ago...
it just comes down to what they run at a high level in a given year.
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