Department of Mathematical SciencesEvents People Colloquia and Seminars Conferences Centers Positions Areas of Research About the Department
Steven E. Shreve, Orion Hoch Professor of Mathematical Sciences
Ph.D., University of Illinois
E-mail: shreve AT cmu DOT edu
Office: Wean Hall 6216
Personal web site
Research:Professor Shreve works in the general area of stochastic processes with applications to financial markets and heavy-traffic limits of queueing systems. He is the co-author with I. Karatzas of the graduate text "Brownian Motion and Stochastic Calculus," Springer-Verlag, 1991. His is also the author of the two-volume work "Stochastic Calculus for Finance," Springer-Verlag, 2004. He directs the B.S. program in Computational Finance at Carnegie Mellon and serves on the Steering Committee for the Master's program in Computational Finance.