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I plan to apply for the financial engineering course at NTU, Singapore. I intend to study real analysis and measure theory, as I have the mornings and evenings to myself after work. I am working through Rudin's PMA currently, with the help of online videos and am enjoying those.

Can someone point me to any video lectures online, that closely follow Rudin's Real Analysis? It would be tremendous help.

Thanks,

Quasar

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