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Interview with Dr. Steven Shreve of CMU

Joy Pathak

Joy Pathak

Swaptionz
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Dr. Steven Shreve has been kind enough to offer me his time for an interview for my blog-QN. (Joy Pathak | Quant Network )

Anything anyone want to ask?

Here is more about him. http://www.math.cmu.edu/~shreve/

Yes, it is the same Shreve of the Stochastic Calculus books, and the same Dr. Shreve who started the first of the MFE, MMF, MFM, etc degrees at Carnegie Mellon.

The interview will focus on his research, current finance politics possibly, MFE education and general mathematical finance related topics.

Feel free to post any questions you would like to be included. I will pick the feasible ones.
 
What other books you recommend on Stochastic Calculus in general?
Do you see statistical models gaining more popularity compared to pure SDE approach?
Has this crisis contradicted some base assumptions behind risk-neutral valuation?
What is the next major area of development for quantitative modeling?
 
i would be interested in thoughts on current finance politics that you were 'possibly' consideerring.

also just his thoughts on the future in general with finance, and quants.
 
I am interviewing him tomorrow. So please send in your questions by tonight.

Thank you Stefan and magnumty . Your questions will be asked.

@ magnumty
By current finance politics.. I mean't things like the financial reform, etc.
 
Joy Pathak said:
I am interviewing him tomorrow. So please send in your questions by tonight.

Thank you Stefan and magnumty . Your questions will be asked.

@ magnumty
By current finance politics.. I mean't things like the financial reform, etc.
Click to expand...

joy, me too! i was only asking you to please ask questions regarding that because i'd like to hear about it. in your original post, you said that you would possibly ask (i took this as meaning you may or may not).... please do!
 
If you guys can let me know what you thought of the interview and the questions that would be great. I tried to improve on my first interview by putting in more effort to get more detailed answers and ask relevant questions and so on. I am still learning so any criticisms and ways to improve would be welcomed.

I think this interview was muchhhhh better than the previous one. I hope the future interviews are even better. :)
 
Excellent interview Joy. Good job. Hopefully this is a start in a series of discussions with top quants :)
 
The answers are lot more detailed and thoughtful. Appreciate your efforts Joy for a very good interview.
 
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