Introductory Real Analysis
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This is a clearly written book with lots of examples at an amazingly low price. I once asked a professional economist what books would cover the math used in his work and he pulled two books off his shelf, Kolmogorov/Fomin's Analysis and Luenberger's Optimization. So I tend to think pretty highly of this book in terms of usefulness. That said it's tough to go through as the authors don't spend much time on motivation and seem to jump from topic to topic. I found it easier to understand on a second perusal after I had taken an analysis course.
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