René Carmona

Paul Wythes ’55 Professor of Engineering and Finance

PHONE: (609) 258-2310 FAX: (609) 258-3791 EMAIL: rcarmona@princeton.edu Chair, Operations Research and Financial Engineering (ORFE) Bendheim Center for Finance & Program in Applied and Computational Mathematics Associate Member of the Department of Mathematics IMS Fellow (1984), SIAM Fellow (2010) Member of AMS, Bachelier Society, IMS, SIAM

RESEARCH INTERESTS

Stochastic Analysis

• Stochastic Control and Stochastic Games (Probabilistic Approach to Mean Field Games)

• Stochastic PDEs (Random Media and Disordered Systems), Stochastic Flows, Numerical Simulations

Financial Mathematics / Engineering

• Energy and Commodity Markets

• High Frequency Markets and Systemic Risk

• Environmental Economics (Weather and Emissions Markets)

Signal / Image Analysis

• Time Frequency Transforms (Wavelet & Gabor): Speech Processing, Underwater Acoustic

• Medical Imagery, PDE and Global Optimization Approaches to Image Enhancement

PERSONAL INFORMATION

• Bio & CV