Ronnie Sircar
Professor of Operations Research and Financial Engineering
Office:
208
Sherrerd Hall
Princeton,
NJ
08544
Email: sircar@Princeton.EDU
Phone: 609-258-2841
Interdisciplinary Research Area: Applied Math, Financial Technology
Research Specializations: Security pricing; stochastic models of finance; numerical methods and approximations of solutions; modeling and statistics of volatility; stochastic differential equations and computational methods
Primary affiliation
Operations Research and Financial Engineering
The Department of Operations Research and Financial Engineering is unique in the United States, combining deep roots in mathematics with engineering, business, and finance. Much of the research in the department focuses on developing mathematical and computational tools for making decisions under uncertainty. Work by faculty and students helps manage risk, optimize performance of complex systems, and manage resources efficiently. Expertise include “big data” analysis and financial technology (FinTech).
