Ronnie Sircar

Position
Eugene Higgins Professor of Operations Research & Financial Engineering
Office Phone
Office
208 - Sherrerd Hall
Bio/Description

Research Interests: Financial mathematics, stochastic models, especially for market volatility, optimal investment and hedging strategies, analysis of financial data, credit risk; employee stock options, dynamic game theory, energy and commodities markets

Advisee(s):
Sitewide Category
Financial Mathematics