Sheldon M. Ross
Personal Information
Description
Sheldon M. Ross is the Daniel J. Epstein Chair and Professor at the USC Viterbi School of Engineering. He is the author of several books in the field of probability. Ross received his B.S. degree in Mathematics from Brooklyn College in 1963, his M.S. degrees in Mathematics from Purdue University in 1964, and his Ph.D. degree in Statistics from Stanford University in 1968. He served as a Professor at the University of California, Berkeley, from 1976 until joining the USC Viterbi School of Engineering in 2004. He serves as the Editor for several journals, among which Probability in the Engineering and Informational Sciences. In 2013 he became a fellow of the Institute for Operations Research and the Management Sciences. In 1978, he formulated what became known as Ross's conjecture in queuing theory, which was solved three years later by Tomasz Rolski at Poland's Wroclaw University. Source: [Wikipedia](
Books
A first course in probability
This title features clear and intuitive explanations of the mathematics of probability theory, outstanding problem sets, and a variety of diverse examples and applications.
An Elementary Introduction to Mathematical Finance
"No other text presents such sophisticated topics in a mathematically accurate but accessible way. This book will appeal to professional traders as well as undergraduates studying the basics of finance."--Jacket.
An introduction to mathematical finance
"This elementary introduction to the theory of options pricing presents the Black-Scholes theory of options as well as such general topics in finance as the time value of money, rate of return of an investment cash-flow sequence, utility functions and expected utility maximization, mean variance analysis, optimal portfolio selection, and the capital assets pricing model." "The author assumes no prior knowledge of probability and presents all the necessary preliminary material simply and clearly in chapters on probability, normal random variables, and the geometric Brownian motion model that underlies the Black-Scholes theory. This book will appeal to professional traders as well as undergraduates studying the basics of finance."--Jacket.