R. Carmona

• Ecole D'Ete De Probabilites De Saint Flour Xiv-1984
• Indifference pricing
• Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective
• Nonlinear stochastic integrators, equations, and flows
• Parabolic Anderson problem and intermittency
• Practical time-frequency analysis
• Spectral theory of random Schrödinger operators
• Stochastic partial differential equations
• Lectures on BSDEs, stochastic control, and stochastic differential games with financial applications
• Spectral Theory of Random Schrodinger Operators