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Birgit Rudloff
Assistant Professor

E426 Engineering Quadrangle

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www.princeton.edu/~brudloff

(609) 258-4558

Research Interests: Hedging in incomplete markets, convex and coherent risk measures, Convex Analysis, mathematical finance, risk-management.


ORF 515: Asset Pricing II: Stochastic Calculus and Advanced Derivatives

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About ORFE
Welcome to the Department of Operations Research & Financial Engineering, part of the School of Engineering and Applied Science at Princeton University. ORFE is engineering for business, commerce, and industry.
Our students are innovators and entrepreneurs. They acquire the skills to become leaders in finance, information technology, management consulting, insurance, and operations planning. Our researchers develop the tools used to make better decisions, improve the performance of complex systems, and manage resources efficiently.
The Department was formed in 1999 and traces a distinguished history to activities at Princeton between 1930 and 1960.