About the Author

René Carmona

René Carmona is the Paul M. Wythes ’55 Professor of Engineering and Finance at Princeton University. He is a co-founder of the SIAM Activity Group on Financial Mathematics and Engineering, and co-founder and co-editor-in-chief of the SIAM Journal on Financial Mathematics. Carmona received the American Mathematical Society’s 2020 Joseph L. Doob Prize for his book with François Delarue, Probabilistic Theory of Mean Field Games with Applications (Volumes I & II).