Ronnie Sircar

Home Department: Operations Research & Financial Engineering
Phone: 
258-2841
Email Address: 
sircar@princeton.edu
Office Location: 
208 ORFE Buildling

Research Interests:  Financial Mathematics, stochastic volatility models, energy markets and power systems, credit risk, asymptotic and computational methods, portfolio optimization and stochastic control problems, stochastic differential and mean field games