Cont, Rama.
Cont, Rama, 1972-.....
Rama Cont mathematician
VIAF ID: 9228320 ( Personal )
Permalink: http://viaf.org/viaf/9228320
Preferred Forms
- 200 _ | ‡a Cont ‡b Rama
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- 100 1 _ ‡a Cont, Rama
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- 100 1 _ ‡a Cont, Rama
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- 100 1 _ ‡a Cont, Rama
- 100 1 _ ‡a Cont, Rama, ‡d 1972-.....
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- 100 0 _ ‡a Rama Cont ‡c mathematician
4xx's: Alternate Name Forms (4)
5xx's: Related Names (6)
- 510 2 _ ‡a Columbia University ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Ecole Polytechnique ‡g Nantes ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Imperial College of Science, Technology and Medicine ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Mathematical Institute ‡g Oxford ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 551 _ _ ‡a Teheran ‡4 ortg ‡4 https://d-nb.info/standards/elementset/gnd#placeOfBirth
- 510 2 _ ‡a Université Pierre et Marie Curie ‡g Paris ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Calcul fonctionnel non-anticipatif et applications en finance | |
Calcul Malliavin pour chaînes de Markov et risque de contrepartie. | |
Calibration of jump-diffusion option-pricing models : a robust non-parametric approach | |
Chambres de compensation : analyse XVA, mesures de risque et applications. | |
Chapman & Hall/CRC financial mathematics series. | |
Contributions à la modélisation des données financières à hautes fréquences | |
The credit default swap market : contagion effects and price discovery process during crises. | |
Credit derivatives and structured credit : a guide for investors | |
Deformation of implied volatility surfaces | |
Dynamique de carnets d'ordres boursiers : modeles stochastiques et theoremes limites | |
Empirical properties of asset returns : stylizes facts and statistical issues | |
Encyclopedia of quantitative finance | |
Equations intégro-différentielles d'évolution : méthodes numériques et applications en finance | |
Feedback effects and endogenous risk in financial markets. | |
Financial modelling with jump processes, 2004: | |
Frontiers in quantitative finance : volatility and credit risk modeling | |
Herd behavior and agregate fluctuations in financial markets | |
Heterogeneous agents and price formation on financial markets. | |
Interest rate model calibration and risk-management using semidefinite programming | |
Inversibilité stochastique et thèmes afférents | |
Malliavin calculus for Markov chains and counterparty risk | |
DES MARCHES ALEATOIRES AUX MARCHES ALEATOIRES. MODELISATION STATISTIQUE DES MARCHES FINANCIERS : ETUDES EMPIRIQUES ET APPROCHES THEORIQUES | |
Model-free representation of pricing rules as conditional expectations | |
Model uncertainty and its impact on the pricing of derivative instruments | |
Model uncertainty in finance : risk measures and model calibration. | |
Modeling economic randomness statistical mechanics of market phenomena | |
Modeling term structure dynamics an infinite dimensional approach | |
Modélisation mathématique de la contagion de défaut | |
No English title available. | |
Option pricing models with jumps integro-differential equations and inverse problems | |
Particle methods in finance | |
Pathwise functional calculus and applications to continuous-time finance. | |
Processus de Lévy en finance : problèmes inverses et modélisation de dépendance | |
Procyclicité des mesures de risque. Quantification empirique et confirmation théorique. | |
Les produits dérivés de crédit | |
Projection Markovienne de processus stochastiques | |
Quelques contributions aux méthodes de partitionnement automatique des séries temporelles financières, et applications aux couvertures de défaillance. | |
Recovering volatility from option prices by evolutionary optimization | |
Retrieving exponential Lévy models from option prices : regularization of an ill-posed inverse problem | |
Risque systémique, réseaux financiers complexes et systèmes interactifs de type graphon champ moyen. | |
Social distance, heterogeneity and social interactions | |
Some contributions to the clustering of financial time series and applications to credit default swaps | |
Special issue Systemic risk: data, models and metrics | |
Statistical finance : empirical study and probabilisic modeling of price variations in financial markets. | |
Stochastic Integration by Parts and Functional Itô Calculus | |
Stochastic invertibility and related topics. | |
Structure and dynamics of social networks. | |
Systemic risk, complex financial networks and graphon mean field interacting systems | |
Volatilité et corrélation dans les marchés financiers : impact de l'information et des stratégies d'allocation | |
XVA analysis, risk measures and applications to centrally cleared trading |