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Measure, Probability, and Mathematical Finance: A Problem-Oriented Approach features an introduction to the mathematical theory underlying the financial models that were developed and employed on Wall Street. This book aids in the understanding of how financial markets work, both in a theoretical and practical sense, by encouraging a problem-solving approach when applying mathematical analysis in real-life situations. Includes problems as well as detailed solutions to help readers learn the concepts and results quickly and promotes active learning by encouraging readers to write out solutions after considering the presented concepts, facts, and problems.