René Carmona · Operations Research and Financial Engineering (ORFE) · Bendheim Center for Finance · Program in Applied and Computational Mathematics · Andlinger ...
Rene Carmona. Princeton University. Verified email at princeton.edu - Homepage · stochastic analysisfinancial mathematicsfinancial engineering.
René Carmona | Operations Research & Financial Engineering
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René Carmona ... Research Interests: Stochastic analysis (SPDEs, BSDEs, FBSDEs, stochastic control and large stochastic differential games such as mean field ...
René Carmona is the Paul M. Wythes '55 Professor of Engineering and Finance at Princeton University, New Jersey, where he chairs the Department of Operations Research and Financial Engineering. ... Google Books
Affiliation: Princeton University
Research interests: Stochastic Analysis, Financial Mathematics, and Financial Engineering
Books
Statistical Analysis of Financial Data in R
2013
Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games
2018
Practical Time-Frequency Analysis: Gabor and Wavelet Transforms, with an Implementation in S
1998
Statistical Analysis of Financial Data in S-Plus
2003
Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations
2018
Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
2006
Rene Carmona, PhD, is the Paul M. Wythes '55 Professor of Engineering and Finance at Princeton University in the department of operations research and ...
René A. Carmona (né en 1947) est un mathématicien français. Sommaire. 1 Formation; 2 Prix et distinctions; 3 Publications; 4 Références; 5 Liens externes ...
René A. Carmona. MathSciNet. Ph.D. Université Aix-Marseille 1977 ... According to our current on-line database, René Carmona has 31 students and 97 descendants.