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 |

Presentation 2: Lebesgue Measure |

Presentation 3: Extension of Measure |

Presentation 4: Lebesgue Integration |

Presentation 5: Distribution of Random Variables |

Presentation 6: Weak Law of Large Numbers |

Presentation 7: Weak Convergence |

Presentation 8: Characteristic Functions |

Presentation 9: Central Limit Theorem |

Presentation 10: Stochastic Processes |

Presentation 11: Radon-Nikodym Theorem |

Presentation 12: Martingales |

Presentation 13: Brownian Motion |