René Carmona

Paul Wythes ’55 Professor of Engineering and Finance

RenĂ© Carmona 
  • Director of Graduate Studies of the Bendheim Center for Finance

  • Member of the 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

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