CARMONA, RENE ANDRE - carmona.princeton.edu

1 December 2013 CARMONA, RENE ANDREPaul M. Wythes 55 Professor of Engineering and FinanceBendheim Center for FinanceDepartment of Operations Research & Financial EngineeringPrinceton UniversityPrinceton, 08544tel: (609) 258 2310e-mail: of the Program in Applied and Computational of Graduate Studies for the Bendheim Center for Member of the Department of MathematicsPersonal Data:Born: August 6, 1947 Marseille (France)Citizenship: USMarried (Debra) , 3 daughters (St ephanie, Chelsea, Chanel)Research Areas:Stochastic analysis , Financial Mathematics, Computational & Environmental :. Licence and Maitrise of Mathematics, Univ. of Marseille, June 1968. and Agregation of Mathematics (federal degrees) Paris, June 1969.

2 These d Etat in Probability, Univ. of Marseille, June 1977 Positions:.Assistant de Math ematiques, Univ. Aix-Marseille II, 1969 - Assistant de Math ematiques, Univ. Aix-Marseille II, 1972 - de Conf erences de Math ematiques, Univ. Saint Etienne, 1978 - de Math ematiques, Univ. Saint Etienne, 1979 - Assistant Professor, Univ. California, Irvine, 1981 - Professor, Univ. California, Irvine, 1982 - Professor, Univ. California, Irvine, 1983 - , Univ. California, Irvine, 1984 - , princeton Univ. 1995 -1 Simultaneously:.Chairman of the (Res. Inst. in Math. Education), of the Department of Mathematics, Univ. Saint Etienne, Consultant for the (Computer Science Agency) in the Ministery ofIndustry of the French Government, of the Department of Information and Computer Science.

3 Irvine of the princeton University Committee on Statistical Studies (1995-2005).Director of the Statistics & Operations Research Program, , princeton Uni-versity. 1997 - of the Program in Applied and Computational Mathematics, princeton Uni-versity. 1997 of Graduate Studies, ORFE princeton University. 1999 - of Graduate Studies, Bendheim Center for Finance, princeton Chair, ORFE, princeton University. 2001 - 2002 Extended Research Univ. Prof. L. Gross, 1/3/76-6/30/76. (French Foreign Office support). princeton Univ. Prof. Lieb, 3/15/78 - 5/15/78 (supported by ). princeton Univ. Prof. B. Simon, 2/1/80 - 6/30/81 (supported by ). , Prof. J. Frolich, 5/1/81 - 6/30/81 (supported by ).

4 Aarhus Univ. Prof. P. T. Jorgensen, 6/15/82 - 7/15/82 (supported by Aarhus Univ.).CPT, , Marseille, 7/15/82 - 9/15/82 (supported by ).University Paris I Sorbonne, 1/13/2001 - 1/31/2001 (supported by ).University Paris X Dauphine, 6/13/2002 - 6/30/2002 (supported by ).VIV Institute of Mathematics and Applications, Minneapolis 4/1/2004 - 6/30 Paris X Dauphine, Jan. & June 2008 (supported by Chaire EDF).University Nice & INRIA Sophia-Antipolis, March-April 2010 (supported by Univer-sity Nice & CNRS).Fields Institute Focus Program on Energy and Commodities, August Nice & INRIA Sophia-Antipolis, January 2014 Awards, Honors:.Fellow of the Institute of Mathematical Statistics (IMS) Conference on Stochastic analysis & Applications: from Mathemati-cal Physics to Mathematical Finance, princeton NJ, June 2008.

5 (in honor of 60-thBirthday).Fellow of the Society of Industrial and Applied Mathematics (SIAM) 2009 MembershipAMS, IMS, SIAM, Bachelier Society2 Consulting / Advising:.Northrop, Hughes, Tokos Inc, Medical Diagnostics, Axcom, Lattice Ltd, Willowbridge,Chase, Gordian, Enron, BNP/Paribas, LDE, DirectEnergy, Insightful, Calpine, Mor-gan Stanley, Morgan, Outreach Program JPMorgan Chase, 2005 Board of Dow Jones Steel Courses: Splus (Jan 2000, July 2001, April 2005), Munich Re (Feb 2001),ENRON (July 2001), Splus (July 2001), Renaissance Re (Feb 2002), Nationwide ( ).Advisory Board of Oxford Man Institute of Mathematical Finance, Board of Institute of Mathematics & Applications (IMA), Minneapolis, 2011-Invited Short Courses / Public Lectures.

6 Summer School in Probability, Saint Flour, France, August 1984. Title of Course:Random Schrodinger Symposium on Probability, Kyoto (Japan), June Summer School on Schr odinger Operators, Aarhus University, August of course: L evy Processes and Relativistic Schr odinger Operators. Autumn School in Random Media (4h.) Rennes (France), October 12-14, Summer School in New Trends in Applied Mathematics: Wavelets, FluidMechanics, Numerical Simulations,..( ) Marseille (France), July 22-29, Rate Models: from Parametric Statistics to Infinite Dimensional StochasticAnalysis Workshop on Financial Math. (6h.) UCLA , January 3-5, Rate Models: from Parametric Statistics to Infinite Dimensional StochasticAnalysis.

7 Universit e Paris Sorbonne, (6h.) January 12-24, Rate Models: from Parametric Statistics to Infinite Dimensional StochasticAnalysis. Warwick Meeting on Stochastic Partial Differential Equations (4h.) War-wick, England, April Santa Barbara Public Lectures in Finance, Santa Barbara CA, May (Switzerland) Public lecture : Deregulation of Electricity Markets, June Special Semester Opening Workshop, Public lecture : Trading 19-21, 2005 Raleigh, Winter School in Financial Mathematics Jan. 22-24, 2007 Lunteren, Holland (6 Lectures Course).Banff Summer School on Mathematics and the Environment, Banff Intern. ResearchStation, April 29 - May 8, 2007 (8hr Course).Ascona Public lecture on Mathematics and the Environment, Ascona, May 21, International Conference on Financial Modeling in Energy Markets, Karlsruhe,October, Winter School in Financial Mathematics, Munich, Feb.

8 2009 (3 Lectures).Public lecture Singapore Workshop on Mathematical Finance and the Environment,Dec. 9, workshop on Climate Change May 27-29, 2009, Berkeley (2 lectures) New Directions in Financial Mathematics, Jan. 5-9, 2010, Los Angeles (3lectures).IMA New Directions Course: Mathematical Models for Climate Change, and Energyand the Emissions Markets, IMA, Minneapolis, June 5-18, 2010 (10 lectures).6th Bachelier Congress, Toronto, Ontario Canada, June 22-26, Conference, HEC Chateau Paris, June 28-29, Conference on Commodities, Heidelberg, July12-14, Stochastic analysis Conference, Vienna, July 14-16 Course on Commodities and the Emissions Markets, Jan. 17-18 2011, Vienna(5 lectures).

9 Short Course on Commodities, Jun. 13, 2011, Oxford (3 lectures).Bernoulli Public lecture , EPF Lausanne March 15, Course on High Frequency Trading, 8th International Purdue Symposium onStatistics, June 21, 2012 (4 lectures).Short Course on High Frequency Trading, Jun. 13, 2013, princeton Summer Schoolin Financial Mathematics (5 lectures).Short Course on Mean Field Games and Financialization of Commodities, Fields In-stitute Focus Program, August 2013 (5 lectures).Course (8 x 90mn lectures) on Stochastic Games in Financial Mathematics, 7th EMSS ummer School in Financial Mathematics (Oxford, Sep. 2014)Invited Lectures(last three years).AMS National Meeting, San Diego, Jan. 2008. San Diego Dauphine Seminar on Economics of Sustainable Systems, Jan.

10 2008. Paris, Conference in Stocahstic analysis and Financial Mathematics, Jan. , analysis , Random Fields and Applications. Sixth Ascona Conference, May2008. Ascona International Credit Conference, June, 2008. Evry, La Princesse Conference on PDE Methods in Financial Mathematics, June,2008. Paris, Fifth International Congress, July 14-18, 2008, Cambridge- princeton Conf. in Finance, Sept. 2008, Cambridge University Colloquium, Oct. 2008, Ulm Western States Conf. in Financial Math, , 2008, Austin Man Institute in Math. Finance, Dec. 3, 2008, Oxford London Society, Dec. 4, 2008, London TU, Jan. 22, 2009, Berlin, Dauphine, , 2009, Paris Oxford- princeton Conf.