Principles of Mathematical Analysis by Walter Rudin

This book is intended to serve as a text for the course in analysis that is usually taken by advanced undergraduates or by first-year students who study mathematics.

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In this textbook, the foundations of mathematics are made explicit and the reader is guided through the background knowledge and understanding that are required for the subject, offering a well-structured overview of the important issues to be considered when learning about mathematics on a Primary QTS course, and a coherent approach to the content to be found in the standards for QTS, the National Curriculum at Key Stages 1 and 2 and the numeracy strategy.

Recent years have seen a number of introductory texts which focus on the applications of modern stochastic calculus to the theory of finance, and on the pricing models for derivative securities in particular. Some of these books develop the mathematics very quickly, making substantial demands on the readerÕs background in advanced probability theory.