Steven E. Shreve
Encyclopedia
Steven E. Shreve is a mathematician
and currently the Orion Hoch Professor of Mathematical Sciences at Carnegie Mellon University
and the author of several major books on the mathematics of financial derivatives.
His first degree, awarded in 1972 was in German
from West Virginia University
. He the studied mathematics at Georg-August-Universitat. He then took a Masters in Electrical Engineering
at the University of Illinois
, where he completed a PhD in mathematics in 1977.
Since 2006, he has held the Orion Hoch Chair Of Mathematical Sciences at CMU.
The most recent volume was awarded "New Book of the Year" by Wilmott magazine.
Mathematician
A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....
and currently the Orion Hoch Professor of Mathematical Sciences at Carnegie Mellon University
Carnegie Mellon University
Carnegie Mellon University is a private research university in Pittsburgh, Pennsylvania, United States....
and the author of several major books on the mathematics of financial derivatives.
His first degree, awarded in 1972 was in German
German language
German is a West Germanic language, related to and classified alongside English and Dutch. With an estimated 90 – 98 million native speakers, German is one of the world's major languages and is the most widely-spoken first language in the European Union....
from West Virginia University
West Virginia University
West Virginia University is a public research university in Morgantown, West Virginia, USA. Other campuses include: West Virginia University at Parkersburg in Parkersburg; West Virginia University Institute of Technology in Montgomery; Potomac State College of West Virginia University in Keyser;...
. He the studied mathematics at Georg-August-Universitat. He then took a Masters in Electrical Engineering
Electrical engineering
Electrical engineering is a field of engineering that generally deals with the study and application of electricity, electronics and electromagnetism. The field first became an identifiable occupation in the late nineteenth century after commercialization of the electric telegraph and electrical...
at the University of Illinois
University of Illinois system
The University of Illinois is a system of public universities in Illinois consisting of three campuses: Urbana-Champaign, Chicago, and Springfield. Across its three campuses, the University of Illinois enrolls about 70,000 students. It had an operating budget of $4.17 billion in 2007.-System:The...
, where he completed a PhD in mathematics in 1977.
Since 2006, he has held the Orion Hoch Chair Of Mathematical Sciences at CMU.
Books
- Stochastic Optimal Control: The Discrete Time Case with Dimitri P. Bertsekas, Academic Press, 1978.
- Brownian Motion and Stochastic Calculus with Ioannis Karatzas Springer-Verlag, 2nd Ed. 1991.
- Methods of Mathematical Finance with Ioannis Karatzas Springer-Verlag, 1998
- Stochastic Calculus for Finance. Volume I: The Binomial Asset Pricing Model
- Volume II: Continuous-Time Models Springer-Verlag, 2004
The most recent volume was awarded "New Book of the Year" by Wilmott magazine.