Ross, Stephen
From Wilmott Wiki
Stephen Ross is the Franco Modigliani Professor of Finance and Economics at the MIT Sloan School of Management. Professor Ross received his doctorate in economics from Harvard University.
In the 1970s he proposed Arbitrage Pricing Theory. In derivatives he is associated with the binomial model and the Cox, Ingersoll and Ross interest-rate model.
He is a co-founder of Roll & Ross Asset Management Corporation, a fellow of the American Academy of Arts and Sciences, and is a director of Freddie Mac and Algorithmics, Inc.
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Publications
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Books
- Jaffe, Jeffrey, Stephen A. Ross and Randolph W. Westerfield 2005 Corporate Finance, 7/e. New York: McGraw-Hill
