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The 5th edition of Ross’s Simulation continues to introduce aspiring and practicing actuaries, engineers, computer scientists and others to the practical aspects of constructing computerized simulatio

In this 3rd edition revised text, master expositor Sheldon Ross has produced a unique work in introductory statistics. The text's main merits are the clarity of presentation, contemporary examples and

近年來，由於國內金融環境的快速變遷，金融商品不斷地推陳出新，而其定價通常與數學有關，故如何強化「財務」內涵，提升「數學」能力，實為金融從業人員提升自我競爭力應正視的問題。你害怕數學嗎？本書不採用艱澀的數學推導，而在各章節中簡單且清楚地介紹所有必須具備的知識，讓初學者可輕易地了解；你一聽到套利就害怕嗎？本書藉由例題清楚地解釋套利的概念；你對於選擇權定價感到不解嗎？本書藉由最基本的布雷克─休斯公式推導

Reviews fundamental concepts and applications of probability and statistics. After a general overview, it considers special types of random variables, using examples which illustrate their wide variet

Concise advanced-level introduction to stochastic processes that frequently arise in applied probability. Largely self-contained text covers Poisson process, renewal theory, Markov chains, inventory

Sheldon Ross's classic bestseller, Introduction to Probability Models, has been used extensively by professionals and as the primary text for a first undergraduate course in applied probability. It in

Introductory Statistics, Fourth Edition reviews statistical concepts and techniques in a manner that will teach students not only how and when to utilize the statistical procedures developed, but also

This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.

Written for a broad audience of students in mathematics, computer science, operations research, statistics, and engineering, this textbook presents a short, lively survey of several fascinating non-calculus topics in modern applied mathematics. Coverage includes probability, mathematical finance, graphs, linear programming, statistics, computer science algorithms, and groups. A key feature is the abundance of interesting examples not normally found in standard finite mathematics courses, such as options pricing and arbitrage, tournaments, and counting formulas. The author assumes a level of mathematical sophistication at the beginning calculus level, that is, students should have had at least a course in pre-calculus, and the added sophistication attained from studying calculus would be useful.