Skip over navigation

Rene Carmona

  • Operations Research & Financial Engineering
Position: PEI Faculty/Associated Faculty
Title(s): Paul M. Wythes '55 Professor of Engineering and Finance. Professor of Operations Research and Financial Engineering.
  • Environmental - Economics
  • Environmental - Policy
Office: 210 Sherrerd Hall
Phone: 609-258-2310
Rene Carmona

Research Interests

Stochastic systems; financial engineering; commodity markets; environmental economics; market mechanisms for emissions control.


  • ORF 405/505: Statistical Analysis of Financial Data
  • ORF 542: Backward Stochastic Differential Equation and Applications to Stochastic Control and Stochastic Games