René Carmona

René Carmona 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. He is an associate member of the Department of Mathematis, a member of the Program in Applied and Computational Mathematics, and a member of the Bendheim Center for Finance, where he oversaw the Master in Finance program for thirteen years. Dr Carmona's publications include over 100 articles and seven books in probability, statistics, and financial mathematics. He was elected Fellow of the Institute of Mathematical Statistics in 1984 and of SIAM in 2009. He is the founding chair of the SIAM Activity Group on Financial Mathematics and Engineering and a founding co-editor of the Electronic Journal of Probability, Electronic Communications in Probability, and the SIAM Journal on Financial Mathematics. Read More Read Less

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2.
Probabilistic Theory of Mean Field Games with Applications II37 %
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Probabilistic Theory of Mean Field Games with Applications I37 %
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Statistical Analysis of Financial Data in R37 %
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14 Dec 2013
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Indifference Pricing33 %
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Statistical Analysis of Financial Data in S-Plus37 %
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Probabilistic Theory of Mean Field Games with Applications I37 %
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Probabilistic Theory of Mean Field Games with Applications II37 %
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Interest Rate Models: An Infinite Dimensional Stochastic Analysis Perspective37 %
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Numerical Methods in Finance37 %
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11.
ojos tras la ventana10 % NR
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12.
Probabilistic Theory of Mean Field Games with Applications I-II35 %
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02 May 2018
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13.
Lectures on Bsdes, Stochastic Control, and Stochastic Differential Games with Financial Applications33 %
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