I saw an ad for an apartment where the landlord (who also owns the building) is asking for security one month and one month rent AND a one month deposit... Is that legal? Isn't a deposit and security the same?

It's all in the wording - the landlord is asking for first month's rent, last month's rent and security deposit. It's totally legal. If you are willing to do so the landlord could ask for ALL of the rent for the term of the lease in front.

Unless it's discrimination it is totally legal.