Ronnie Sircar

Eugene Higgins Professor of Operations Research and Financial Engineering, Chair, Operations Research and Financial Engineering

Website: http://www.princeton.edu/~sircar/

Office: Sherrerd Hall, Room 208

Phone: 609-258-2841

Research interests: Security pricing; stochastic models of finance; numerical methods and approximations of solutions; modeling and statistics of volatility; stochastic differential equations and computational methods