Dr. René Carmona

Professor

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Biography

René Carmona is the Paul M. Wythes '55 Professor of Engineering Finance at Princeton University, specializing in stochastic analysis and its applications to finance. His research encompasses a wide range of topics including stochastic partial differential equations (SPDEs), backward stochastic differential equations (BSDEs), and forward-backward stochastic differential equations (FBSDEs). In addition, he focuses on stochastic control and large stochastic differential games, with particular applications to high frequency markets and energy commodity markets. His work also extends into environmental finance and financial mathematics models, contributing significantly to the understanding of probabilistic frameworks within these domains.

Research Interests

Stochastic Analysis Stochastic Partial Differential Equations Backward Stochastic Differential Equations Forward-Backward Stochastic Differential Equations Stochastic Control Large Stochastic Differential Games Mean Field Games High Frequency Markets Energy Commodity Markets Environmental Finance Financial Mathematics Models

Requirements for Princeton University

Doctorate Program
Requirements
GPA Requirement
Required:3
GRE General
TOEFL
Speaking
Required:27
IELTS
Speaking
Required:8
Prerequisites
Bachelor's degree in engineering or science Strong background in mathematics, materials, physics, or related engineering
Application Checklist
  • Academic Statement of Purpose
  • Personal Statement
  • Resume/CV
  • Three Letters of Recommendation
  • Transcripts
  • Application Fee
Specialization Notes

GRE scores are not accepted. Ph.D. is the primary degree; students are not required to hold an M.S.E. prior to admission.