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Rene Carmona

Department/Program(s):
  • Operations Research & Financial Engineering
PEI Position: Faculty/Associated Faculty
Title(s): Paul M. Wythes '55 Professor of Engineering and Finance. Professor of Operations Research and Financial Engineering.
Area(s):
  • 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.

Courses

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