On my first day in my new teaching position at UCI, in September 1965, Julian Feldman, the head of the school of information and computer sciences, asked me what I was working on. When I described my ideas about a theory of warrant valuation and hedging, he said that another member of the new faculty, an economist named Sheen Kassouf (1928–2005), had written his PhD thesis on the subject.
Trying to work out from this book what actual contribution to mathematics he made in his research....was it all in applied probability/games? Or did he do ‘real’ mathematics too? Surprised he’s so welcomed in math departments with what we’ve covered so far. Celebrity mathematician perhaps, but not seeing what I would expect a math department to demand in the way of publications.
