This book provides a comprehensive study of convex integration theory in immersion-theoretic topology. Convex integration theory, developed originally by M. Gromov, provides general topological methods for solving the h-principle for a wide variety of problems in differential geometry and topology, with applications also to PDE theory and to optimal control theory. Though topological in nature, the theory is based on a precise analytical approximation result for higher order derivatives of functions, proved by M. Gromov. This book is the first to present an exacting record and exposition of all of the basic concepts and technical results of convex integration theory in higher order jet space