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 |
