René Carmona
Paul Wythes ’55 Professor of Engineering and Finance
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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
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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
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