Calculus: Single and Multivariable Book

If you are coming at these topics with an applied interest in finance or probability, you'll find this book to be a double-edged sword. The book is clearly aimed at budding mathematicians (specifically, analysts), and thus the presentation of material is very general -- Schilling looks at general measure spaces, not just probability spaces. If you have an applied interest like me, this can make reading somewhat awkward because concepts that are normally presented quite prominently in more applied texts (i.e. conditional expectation) are presented as asides in this book. Being general, the notation also takes getting used to. For those with an applied interest, treat this as a secondary text and use it to get some general mathematical exposure to the topics of measure and integration. I found the chapters on Lesbesgue Integration and convergence to be particularly useful in building my mathematical intuition, as these topic seems to be glossed-over in more applied probability/finance texts.