The seeds of this course were sown in 1990 and evolved over many years in real life. To date, I have written several books.
And this course is focused on finance.
https://www.datasim.nl/books
A short history is here...
Measure Theory with a focus on probability.
This is a real heavy course .. deep knowlegde of Real Analysis needed.
MT is not as useful as it is made out to be (moi, 3 years of it at undergrad level).
https://www.datasim.nl/application/files/1315/5947/7165/DL_Pure_Mathematics_Foundations.pdf
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