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Introduction to Measure Theory

This course consisted of a total of 13 presentation over 14 weeks. I had to make these presentation to my instructor, Alberto Gandolfi. The course is an essential prerequisite for anyone planning to rigorously study Stochastic Calculus for Finance.
Presentation 1: Measurable Functions
File Size: 1086 kb
File Type: pdf
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Presentation 2: Lebesgue Measure
File Size: 893 kb
File Type: pdf
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Presentation 3: Extension of Measure
File Size: 1178 kb
File Type: pdf
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Presentation 4: Lebesgue Integration
File Size: 1424 kb
File Type: pdf
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Presentation 5: Distribution of Random Variables
File Size: 725 kb
File Type: pdf
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Presentation 6: Weak Law of Large Numbers
File Size: 1360 kb
File Type: pdf
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Presentation 7: Weak Convergence
File Size: 759 kb
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Presentation 8: Characteristic Functions
File Size: 1559 kb
File Type: pdf
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Presentation 9: Central Limit Theorem
File Size: 358 kb
File Type: pdf
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Presentation 10: Stochastic Processes
File Size: 673 kb
File Type: pdf
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Presentation 11: Radon-Nikodym Theorem
File Size: 823 kb
File Type: pdf
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Presentation 12: Martingales
File Size: 381 kb
File Type: pdf
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Presentation 13: Brownian Motion
File Size: 223 kb
File Type: pdf
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