| dbo:abstract |
Rama Cont is the Professor of Mathematical Finance at the University of Oxford.He is known for contributions to probability theory, stochastic analysis and mathematical modelling in finance, in particular mathematical models of systemic risk.He was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010. (en) Rama Cont est un professeur de mathématiques titulaire de la chaire de finance mathématique à l'université d'Oxford. Il est connu pour ses contributions à la théorie des probabilités, à l'analyse stochastique et à la modélisation mathématique en finance, en particulier aux modèles mathématiques du risque systémique. Il a reçu le prix Louis-Bachelier de l'Académie des sciences en 2010 et prix APEX de le Royal Society pour l'excellence en recherche interdisciplinaire en 2017. (fr) |
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dbr:Probability dbr:Mathematical_Finance |
| dbo:almaMater |
dbr:École_Polytechnique |
| dbo:award |
dbr:SIAM_Fellow dbr:Louis_Bachelier_Prize |
| dbo:birthDate |
1972-06-30 (xsd:date) |
| dbo:birthName |
Rama Cont (en) |
| dbo:birthPlace |
dbr:Iran dbr:Tehran |
| dbo:doctoralAdvisor |
dbr:Jean-Philippe_Bouchaud |
| dbo:influencedBy |
dbr:Benoit_Mandelbrot |
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dbr:University_of_Oxford dbr:Columbia_University dbr:École_Polytechnique dbr:Sorbonne_University dbr:Imperial_College_London |
| dbo:knownFor |
dbr:Systemic_risk dbr:Model_risk |
| dbo:nationality |
dbr:Iran |
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http://rama.cont.perso.math.cnrs.fr/pdf/ContMoussaSantos.pdf https://dx.doi.org/10.1017/CBO9781139151184.018 https://pubsonline.informs.org/doi/abs/10.1287/opre.1090.0780 https://www.crcpress.com/Financial-Modelling-with-Jump-Processes/Tankov-Cont/p/book/9781584884132 https://link.springer.com/book/10.1007%2F978-3-319-27128-6%7Cdoi=10.1007/978-3-319-27128-6 https://web.archive.org/web/20130801000000/http:/rama.cont.perso.math.cnrs.fr/pdf/ContMoussaSantos.pdf https://www.maths.ox.ac.uk/people/rama.cont https://hal.archives-ouvertes.fr/hal-00413729/file/robustriskarxiv.pdf https://halshs.archives-ouvertes.fr/halshs-00002695/file/ModelRisk.pdf |
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| dbp:almaMater |
dbr:École_Polytechnique |
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(en) SIAM Fellow (en) Louis Bachelier Prize (en) Royal Society Award for Excellence in Interdisciplinary Research (en) |
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1972-06-30 (xsd:date) |
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Rama Cont (en) |
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dbr:Iran dbr:Tehran |
| dbp:doctoralAdvisor |
dbr:Jean-Philippe_Bouchaud |
| dbp:fields |
Probability (en) (en) Mathematical Finance (en) |
| dbp:influences |
dbr:Benoit_Mandelbrot |
| dbp:knownFor |
Systemic risk modelling, Functional Ito calculus, Pathwise Ito calculus, Model risk (en) |
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Rama Cont (en) |
| dbp:thesisTitle |
Des marches aléatoires aux marchés aléatoires. Modélisation statistique des marchés financiers: études empiriques et approches théoriques. (en) |
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1998 (xsd:integer) |
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Columbia University (en) Imperial College London (en) Sorbonne University (en) University of Oxford (en) École Polytechnique (en) (en) |
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| rdfs:comment |
Rama Cont is the Professor of Mathematical Finance at the University of Oxford.He is known for contributions to probability theory, stochastic analysis and mathematical modelling in finance, in particular mathematical models of systemic risk.He was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010. (en) Rama Cont est un professeur de mathématiques titulaire de la chaire de finance mathématique à l'université d'Oxford. Il est connu pour ses contributions à la théorie des probabilités, à l'analyse stochastique et à la modélisation mathématique en finance, en particulier aux modèles mathématiques du risque systémique. Il a reçu le prix Louis-Bachelier de l'Académie des sciences en 2010 et prix APEX de le Royal Society pour l'excellence en recherche interdisciplinaire en 2017. (fr) |
| rdfs:label |
Rama Cont (fr) Rama Cont (en) |
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wikipedia-en:Rama_Cont?oldid=1112550735&ns=0 |
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wikipedia-en:Rama_Cont |
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Rama Cont (en) |
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