Rene Carmona
   OPERATIONS RESEARCH & FINANCIAL ENGINEERING       PACM      PRINCETON UNIVERSITY  


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MEMOIRS, MONOGRAPHS, BOOKS, SOFTWARES,...
  1. (with D. Nualart) Nonlinear Stochastic Integrators, Equations and Flows. Stoch. Monographs, Gordon & Breach (March 1990) 150p.

  2. (with J. Lacroix) Random Schrodinger Operators. Birkh\"auser (July 1990) 600p.

  3. withh S.A. Molchanov) Parabolic Anderson Problem and Intermittency. Mem. Amer. Math. Soc. # 518, March 1994.

  4. (with A. Antoniadis and J. Berruyer) Regression Nonlineaire (in French) (1992) Economica.

  5. (with A. Antoniadis and J. Berruyer) ABCdata. A McIntosh Program for Data Analysis and Mathematical Statistics

  6. (with A. Antoniadis and J. Berruyer) Mathematical Statistics and Din pAnalysis (textbook in preparation for Prentice Hall)

  7. (with A. Antoniadis, J. Berruyer and A. Filhol) Mac Survival. A MacIntosh Software Package for the Statistical Analysis of Lifetime Data. (not distributed)

  8. (with W.L Hwang and B. Torresani) Practical Time Frequency Analysis with an Implementation in S Academic Press (1998).

  9. Stochastic Partial Differential Equations: Six Perspectives. R. Carmona & B. Rozovskii eds. Amer. Math. Soc. Providence RI (1999)

  10. Stochastic Analysis for Financial Engineering Applications (manuscript under review)

  11. Regression and Time Series with Financial Applications in Splus. (manuscript under review)
 
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