Search - List of Books by Steven E. Shreve

Steven E. Shreve is amathematician 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.

Books   more �

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Total Books: 9
Stochastic Calculus for Finance II Continuous-Time Models
2010 - Stochastic Calculus for Finance II Continuous-time Models [Springer Finance] (Paperback)Hardcover
ISBN-13: 9781441923110
ISBN-10: 144192311X
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Stochastic Optimal Control The Discrete-Time Case
2007 - Stochastic Optimal Control the Discrete-time Case [Optimization and Neural Computation Series] (Paperback)Hardcover
ISBN-13: 9781886529038
ISBN-10: 1886529035
Genre: Science & Math
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Stochastic Calculus for Finance I  The Binomial Asset Pricing Model
Brownian Motion and Stochastic Calculus
2004 - Brownian Motion and Stochastic Calculus [Graduate Texts in Mathematics] (Paperback)Paperback, Hardcover
ISBN-13: 9780387976556
ISBN-10: 0387976558
Genres: Science & Math, Medicine, Engineering & Transportation
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Stochastic Calculus for Finance II  Continuous-Time Models
2004 - Stochastic Calculus for Finance II Continuous-time Models [Springer Finance] (Hardcover)Paperback
ISBN-13: 9780387401010
ISBN-10: 0387401016
Genres: Business & Money, Science & Math, Engineering & Transportation
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Stochastic Calculus for Finance I The Binomial Asset Pricing Model
Methods of Mathematical Finance
Stochastic Calculus for Finance I The Binomial Asset Pricing Model