Statements (21)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:person
|
| gptkbp:almaMater |
gptkb:University_of_Illinois_Urbana-Champaign
|
| gptkbp:awardReceived |
gptkb:INFORMS_John_von_Neumann_Theory_Prize
|
| gptkbp:birthYear |
1945
|
| gptkbp:doctoralAdvisor |
gptkb:Henry_McKean
|
| gptkbp:employer |
gptkb:Carnegie_Mellon_University
|
| gptkbp:field |
gptkb:mathematics
stochastic processes financial mathematics |
| gptkbp:knownFor |
contributions to financial mathematics
co-founding the Carnegie Mellon Center for Financial Engineering |
| gptkbp:nationality |
gptkb:American
|
| gptkbp:notableWork |
gptkb:Brownian_Motion_and_Stochastic_Calculus
gptkb:Stochastic_Calculus_for_Finance_I:_The_Binomial_Asset_Pricing_Model gptkb:Stochastic_Calculus_for_Finance_II:_Continuous-Time_Models |
| gptkbp:occupation |
gptkb:mathematician
gptkb:professor |
| gptkbp:position |
University Professor Emeritus
|
| gptkbp:bfsParent |
gptkb:Ioannis_Karatzas
|
| gptkbp:bfsLayer |
7
|
| https://www.w3.org/2000/01/rdf-schema#label |
Steven E. Shreve
|