ProfessorRama Cont
Visiting Professor
Department of Mathematics - Faculty of Natural Sciences
Orcid identifier0000-0003-1164-6053 (opens in a new tab)
- Visiting ProfessorDepartment of Mathematics - Faculty of Natural Sciences
- 020 7594 0802 (Work)
- 806, Weeks Building, South Kensington Campus, United Kingdom
BIO
Rama Cont is Professor of Mathematics and Chair of Mathematical Finance at the University of Oxford and Director of the EPSRC Centre for Doctoral Training in Mathematics of Random Systems.
Rama Cont's research focuses on stochastic analysis, stochastic processes and mathematical modeling in finance, in particular the modeling of extreme market risks, liquidity risk and systemic risk and pathwise approaches in stochastic analysis. He has co-authored more than 80 research publications, including the widely cited monograph Financial Modelling with Jump Processes (2003).
He was the founding director of the Columbia Centre for Financial Engineering and founding director of the CFM-Imperial Institute of Quantitative Finance from 2014 to 2018.
Prof. Cont was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010 for his research on mathematical modeling in finance and the Royal Society Award for Excellence in Interdisciplinary Research in 2017 for his work on systemic risk modelling. He was elected Fellow of the Society for Industrial and Applied Mathematics (SIAM) in 2017 for his 'contributions to stochastic analysis and mathematical modeling in finance.'
Rama Cont's research focuses on stochastic analysis, stochastic processes and mathematical modeling in finance, in particular the modeling of extreme market risks, liquidity risk and systemic risk and pathwise approaches in stochastic analysis. He has co-authored more than 80 research publications, including the widely cited monograph Financial Modelling with Jump Processes (2003).
He was the founding director of the Columbia Centre for Financial Engineering and founding director of the CFM-Imperial Institute of Quantitative Finance from 2014 to 2018.
Prof. Cont was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010 for his research on mathematical modeling in finance and the Royal Society Award for Excellence in Interdisciplinary Research in 2017 for his work on systemic risk modelling. He was elected Fellow of the Society for Industrial and Applied Mathematics (SIAM) in 2017 for his 'contributions to stochastic analysis and mathematical modeling in finance.'
ACADEMIC POSITIONS
- CNRS Junior Researcher (Chargé de recherche)École Polytechnique, Palaiseau, France1998 - 2006
- Associate professorColumbia University, Operations Research, New York City, United States1 Jan 2007 - 30 Jun 2012
- Directeur de recherche CNRSPierre and Marie Curie University, Laboratoire de Probabilités et Modeles Aleatoires, Paris, France1 Oct 2008 - present
DEGREES
- PhDUniversity of Paris-Sud, Orsay, France1 Sep 1995 - 30 Oct 1997
- MSc Theoretical PhysicsÉcole Normale Supérieure, Paris, France1 Oct 1994 - 1 Jul 1995
- BScÉcole Polytechnique, Palaiseau, France1 Sep 1991 - 1 Aug 1994
LANGUAGES
- FrenchCan read, write, speak, understand and peer review
- Chinese (Mandarin)Can read, write, speak and understand
- PersianCan read, write, speak, understand and peer review
- ItalianCan read, speak and understand
FACULTY
- Faculty of Natural Sciences
POSITION NAME
- Visiting Professor