Rama Cont - Imperial College London & CNRS (France)
Rama CONT is Professor of Mathematics and Chair in Mathematical Finance at Imperial College London, Director of the CFM-Imperial Institute of Quantitative Finance and Senior Research Scientist at Centre National de Recherche Scientifique (CNRS) at Université de Paris VI. He joined Imperial College in 2012 after holding teaching and research positions at Ecole Polytechnique (France), Columbia University (New York) and Université Pierre & Marie Curie (Paris VI).
His research focuses on stochastic analysis, stochastic processes and mathematical modeling in finance, in particular the modeling of extreme market risks: discontinuities in market behavior, extreme risks, endogenous risk and systemic risk. He has co-authored the widely cited monograph Financial Modelling with Jump Processes(2003), and is the Editor-in-Chief of a major reference work, the Encyclopedia of Quantitative Finance (Wiley 2010). He serves as scientific counselor to Norges Bank, the central bank of Norway and has served on numerous risk committees of financial institutions worldwide.
Prof. Cont was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010 for his research on mathematical modeling in finance.