This book introduces readers to theories that play a crucial role in modern mathematics such
as integration and functional analysis employing a unifying approach that views these two
subjects as being deeply intertwined. This feature is particularly evident in the broad range
of problems examined the solutions of which are often supported by generous hints. If the
material is split into two courses it can be supplemented by additional topics from the third
part of the book such as functions of bounded variation absolutely continuous functions and
signed measures. This textbook addresses the needs of graduate students in mathematics who
will find the basic material they will need in their future careers as well as those of
researchers who will appreciate the self-contained exposition which requires no other
preliminaries than basic calculus and linear algebra.