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.



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    $\begingroup$ Prof. Francis Su of Harvey Mudd college has videos on real analysis which is quite popular. However, I don't think he follows any one book in particular. What made a remarkable difference for me was to study "Understanding Analysis" by Stephen Abbott, and "Introduction to Topology" by Bert Mendelson, before reading PMA. Quite honestly, PMA was a breeze after going thorough the two books that I've mentioned above. $\endgroup$ Commented Feb 6, 2022 at 4:01

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Winston Ou has a 34 video playlist of lectures based on Rudin's PMA up to chapter 7.

There is also a 24 video playlist based on PMA that I am not familiar with. This link links to all of his math lecture playlists: https://www.youtube.com/channel/UCZ_HHuwxpqXGlTOFx1veVdw/playlists


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