steve shreve

  1. QuantNet

    Steve Shreve on Pablo Triana’s The Flawed Math of Financial Models

    By STEVE SHREVE In his article The flawed math of financial models, Financial Times, November 29, Pablo Triana seeks to fix a large portion of blame for the world-wide financial crisis on "quants'' in the finance industry and the programs that educate them. Mr. Pablo recommends radical reform...
  2. QuantNet

    Interview with Steven Shreve

    To many Financial Engineering students, Steven Shreve isn't a stranger. His books Stochastic Calculus for Finance I: The Binomial Asset Pricing Model and Stochastic Calculus for Finance II: Continuous-Time Models are the required textbooks for many MFE programs' Stochastic Calculus courses...