## René CarmonaPaul Wythes ’55 Professor of Engineering and Finance
## EDUCATION & EMPLOYMENT## Short Biographical BlurbRené Carmona, Ph.D., is the Dr Carmona is a His publications include over one hundred fifty articles and eleven books in probability, statistics, mathematical physics, signal analysis and financial mathematics. He also developed computer programs for teaching and research. He has worked on the commodity and energy markets as well as the credit markets, and he is recognized as a leading researcher and consultant in these areas.
Over the last decade his research focused on the development of a In 2020 he was awarded a competitive ARPA-E grant under the Performance-based Energy Resource Feedback, Optimization and Risk Management ( ## Degrees“C.A.P.E.S” and “Agregation” of Mathematics (federal degree) Paris, June 1969. “These d'Etat” in Probability, University of Marseille, June 1977.
## PositionsAssistant & Maitre Assistant (Mathematiques) Univ. Aix-Marseille II, 1969-1978 Maitre de Conf. & Professor (Mathematiques) Univ. Saint Etienne, 1978-1981 Agence de l'Informatique, Ministere Industrie (French Administration) 1981 Assistant & Associate Professor, Univ. California, Irvine, 1982-1984 Professor, Univ. California, Irvine, 1984-1995 Professor, Princeton Univ. 1995-present
## Visiting PositionsCornell University (Spring 1976), Princeton University (Spring 1978 & Spring 1980), Institut des Hautes Etudes Scientifiques (IHES) (Spring 1981) Visiting Assistant Professor, Univ. California, Irvine, 1981-1982, Aarhus University (Spring 1982), CPT, C.N.R.S., Marseille (1982), University Paris I Sorbonne (2001), University Paris X Dauphine, (2002) VIV Institute of Mathematics and Applications, Minneapolis Spring 2004 University Paris X Dauphine (2008), University Nice & INRIA Sophia-Antipolis (2010))
## ConsultingNothrop, Hughes Aircraft, … , Tokos Inc, Medical Diagnostics, … , Axcom Ltd, Lattice Ltd, Willowbridge Inc, Chase Auto Lease Division, … , ENRON, Dynergy, Calpine, NRG, ….. , Nationwide, American Re, …., Morgan Stanley, JP Morgan, ….. ## Full CV |