| 词条 | Steven E. Shreve |
| 释义 |
Steven Eugene 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 then 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.[1] His textbook Stochastic Calculus for Finance is used by numerous graduate programs in quantitative finance.[2][3] The book was voted "Best New Book in Quantitative Finance" in 2004 by members of Wilmott website, and has been highly praised by scholars in the field.[4] Shreve is a Fellow of the Institute of Mathematical Statistics. Since 2006, he has held the Orion Hoch Chair Of Mathematical Sciences at CMU.[5] Books
The most recent volume was awarded "New Book of the Year" by Wilmott magazine. References1. ^{{cite web|url=http://www.math.cmu.edu/users/shreve/ShreveCV.pdf |title=CV of Steven E. Shreve |publisher= |date= |accessdate=2011-10-15}} 2. ^[https://netfiles.uiuc.edu/fenglm/www/pdf/SyllabusFE2.pdf]{{Dead link|date=June 2018 |bot=InternetArchiveBot |fix-attempted=no }} 3. ^[https://www.quantnet.com/threads/interview-with-steven-shreve.9989/] 4. ^ Review by Darrell Duffie 5. ^{{cite web |url=http://www.tepper.cmu.edu/master-in-computational-finance/faculty/math-faculty/index.aspx |title=Math Faculty : Tepper School of Business at Carnegie Mellon |publisher=Tepper.cmu.edu |date= |accessdate=2010-02-08 |deadurl=yes |archiveurl=https://web.archive.org/web/20100601160342/http://tepper.cmu.edu/master-in-computational-finance/faculty/math-faculty/index.aspx |archivedate=2010-06-01 |df= }} External links
10 : 20th-century American mathematicians|21st-century American mathematicians|Carnegie Mellon University faculty|University of Illinois alumni|West Virginia University alumni|Year of birth missing (living people)|Financial economists|Living people|Mathematical analysts|Probability theorists |
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