Rene Carmona |
Paul M. Wythes '55 Professor of Eng and Finance
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E401 Engineering Quadrangle |
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(609)258-2310 |
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Research Interests: Stochastic processes, financial mathematics, stochastic partial differential equations, signal processing (time frequency analysis, wavelets) and image analysis. |
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ORF405: Regression and Applied Time Series
ORF505: Modern Regression and Time Series
ORF557: Stochastic Analysis Seminar
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Patrick Cheridito |
Assistant Professor
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E416 Engineering Quadrangle |
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This e-mail address is being protected from spam bots, you need JavaScript enabled to view it
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www.princeton.edu/~dito
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(609)258-8281 |
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Research Interests: Probability theory, finance, risk measurement and management.
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ORF435: Financial Risk Management
ORF535: Financial Risk Management
Office Hours: By Appointment |
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Erhan Cinlar |
Norman J. Sollenberger Professor in Engineering
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E226 Engineering Quadrangle |
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This e-mail address is being protected from spam bots, you need JavaScript enabled to view it
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(609)258-0101 |
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Research Interests: Renewals, martingales, Markov processes, and stochastic differential equations. Dynamic point processes, mass transport by stochastic flows. Applications to mathematics of insurance and finance, reliability of complex systems, modelling and estimation of natural hazards. |
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Office Hours: TH, 2-4p, ACE41 |
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Alexandre W. d'Aspremont |
Assistant Professor
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E424 Engineering Quadrangle |
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(609)258-8773 |
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Research Interests: Convex optimization, mathematical finance, interest rate derivatives, model calibration, risk-management methods.
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ORF515: Asset Pricing II: Stochastic Calculus and Advanced Derivatives
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Savas Dayanik |
Director of UG Studies, Assistant Professor
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E422 Engineering Quadrangle |
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(609)258-5305 |
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Research Interests: Applied probability, stochastic processes and modeling, stochastic control, applications in finance and operations research.
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ORF526: Stochastic Modeling
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Jianqing Fan |
Frederick l. Moore Class of 1918, Prof. in Finance
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E332 Engineering Quadrangle |
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(609)258-7924 |
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Research Interests: Financial Economics, Risk Management, Bioinformatics, Data-analytic modeling, Nonlinear time series, Analysis of longitudinal data, Model selections, Nonparametric inferences, Wavelets, Survival Analysis, Generalized linear models, Mathematical statistics. |
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ORF245: Fundamentals of Engineering Statistics
ORF570: Special Topics in Statistics and Operations Research
Office Hours: W 4:15p-5:45p; F 11a-12:15p |
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Alain Kornhauser |
Professor
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E407 Engineering Quadrangle |
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(609)258-4657 |
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Research Interests: Automated vehicle control systems, traveler information systems, personal rapid transit.
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ORF467: Transportation
Office Hours: M T W 9-11a |
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William Massey |
Edwin S. Wilsey Professor
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E410 Engineering Quadrangle |
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(609)258-7384 |
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Research Interests: Performance and pricing models for telecommunications systems. Asymptotic analysis and stochastic bounds for queueing networks. Special interests in the theories of queues with time-varying rates and stochastic networks. |
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