Steven E. Shreve

{{short description|American mathematician}}

Steven Eugene Shreve is a mathematician and a University Professor Emeritus in the Department of Mathematical Sciences at Carnegie Mellon University. He was previously the Orion Hoch Professor of Mathematical Sciences, which he held from 2006 until his retirement.{{cite web|title=Frieze Named Orion Hoch Professor of Mathematical Sciences|url=https://www.cmu.edu/mcs/news-events/2023/0323_frieze-orion-chair.html|publisher=Carnegie Mellon University|accessdate=2023-03-23}} Shreve is also 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-Universität Göttingen. He then took a Masters in Electrical Engineering at the University of Illinois, where he completed a PhD in mathematics in 1977.{{cite web|url=http://www.math.cmu.edu/users/shreve/ShreveCV.pdf|title=CV of Steven E. Shreve|accessdate=2020-01-03}}

His textbook Stochastic Calculus for Finance is used by numerous graduate programs in quantitative finance.[https://netfiles.uiuc.edu/fenglm/www/pdf/SyllabusFE2.pdf]{{Dead link|date=June 2018|bot=InternetArchiveBot|fix-attempted=no}}{{cite web|url=https://quantnet.com/threads/interview-with-steven-shreve.9989/|title=Interview with Steven Shreve|date=June 13, 2010|accessdate=2020-01-03}} 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.{{cite web|url=https://web.stanford.edu/~duffie/ShreveReviewMain.pdf|date=March 18, 2008|title=A Review of Stochastic Calculus for Finance|author=Darrell Duffie}}

Shreve is a Fellow of the Institute of Mathematical Statistics.{{cite web|url=https://imstat.org/honored-ims-fellows/|title=Honored IMS Fellows|publisher=Institute of Mathematical Statistics|accessdate=2020-01-03}}