Prof. Rene Carmona
Rene Carmona, Ph.D., is the Paul M. Wythes '55 Professor of Engineering and Finance at Princeton University in the department of Operations Research and Financial Engineering. He is an associate member of the Department of Mathematics, a member of the Program in Applied and Computational Mathematics, and Director of Graduate Studies of the Bendheim Center for Finance. Dr. Carmona's publications include over seventy articles and seven books in probability, statistics and financial mathematics. He was elected Fellow of the Institute of Mathematical Statistics in 1984. He is the founding editor of the Electronic Communications in Probability and the SIAM Journal on Financial Mathematics, and he is on the editorial board of several peer-reviewed journals and book series. Dr. Carmona developed computer programs for teaching of statistics (ABCdata and MacSurvival), for research in signal analysis (Swave), and more recently, S and R libraries for the statistical analysis of financial data and especially heavy tail distributions and copulas. The latter was included in the FinMetrics toolbox of S-Plus. Dr. Carmona recently organized conferences on Energy Risk in the Deregulated Electricity Markets, the Future of the Electricity Markets, the Mathematics of Credit Derivatives, Risk Measures and Robust Control, Volatility Trading,... He has worked on commodities, weather derivatives, the energy markets, and more recently the emissions markets, and he is recognized worldwide as a leading researcher and consultant in this area. Dr. Carmona has taught advanced courses in academic summer schools. He also designed and taught in-house executive courses and seminars for investment banks, insurance, re-insurance, and energy companies.
Prof. Thilo Meyer-Brandis
Thilo Meyer-Brandis holds a Master in Probability and Finance from the University of Paris VI, a Cesma MBA from E.M.Lyon, and a PhD. in Financial Mathematics from the University of Oslo. Currently, he is holding a postdoc position at the Center of Mathematics for Application (CMA) in Oslo. His research interests cover Energy Finance and Financial Mathmatics, and he regularly publishes in leading academic journals and speaks on academic and practitioner's conferences and workshops. He has also worked as a quantitative analyst within the financial industry in Paris, as well as he has done consulting for energy and insurance companies in Oslo.