Faculty
| Rene Carmona
Research Interests: Stochastic processes, financial mathematics, stochastic partial differential equations, signal processing (time frequency analysis, wavelets) and image analysis. |
| Bill Massey
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. |
| Birgit Rudloff
Research Interests: Hedging in incomplete markets, convex and coherent risk measures, Convex Analysis, mathematical finance, risk-management. |
| Ronnie Sircar
Research Interests: Stochastic models of finance, numerical methods and approximations of solutions, modeling and statistics of volatility. Stochastic differential equations and computational methods. |
Postdoctoral Associates
| Ramon van Handel
Research Interests: probability theory, stochastic analysis, applied probability, mathematical finance, mathematical statistics, signal processing, nonlinear filtering, stochastic control, dynamical systems, mathematical physics. |