Sheldon M. Ross
Epstein Chair Professor
Industrial and Systems Engineering
Phone: (213) 740-4893
Email:
smross@usc.edu
Education
Dr. Ross received his B. S. degree in Mathematics from Brooklyn College in 1963. He received his M.S. degrees in Mathematics from Purdue University in 1964 and his Ph.D. degree in Statistics from Stanford University in 1968.
Experience
Dr. Ross served as a Professor at the University of California, Berkeley from 1976 until joining us in 2004. Dr. Ross also serves as the Editor for Probability in the Engineering and Informational Sciences, the Advisory Editor for International Journal of Quality Technology and Quantitative Management, and an Editorial Board Member of the Journal of Bond Trading and Management. Dr. Ross is the author of Introduction to Mathematical Finance: Options and Other Topics, Simulation, A First Course in Probability, Probability Models for Computer Science , and many more titles, articles and reports.
Research Interests
- Applied probability model.
- Financial engineering.
- Simulation.
- Stochastic dynamic programming.
Recent Publications
- Introduction to Mathematical Finance: Options and Other Topics, second Edition , Cambridge University Press, 2002.
- Simulation, third edition , Academic Press, 2002.
- A First Course in Probability, sixth edition , Prentice-Hall, 2002.
- Probability Models for Computer Science, Academic Press , 2002.
- "Conditions for Arbitrage in Investment Selection," (with I. Adler) Journal of Bond Trading and Management , 1 , pp. 20-27, 2002.
- "A Simple Derivation of Mean and Variance in a Truncated Inverse Sampling Problem," Propagations in Probability and Statistics, 2 , 2, pp. 123-125, 2002.
- "Hitting Times in an Erlang Loss System," (with S. Seshadri) Probability in the Engineering and Informational Sciences, 16, 2, pp.167-184, 2002.
