Rama Cont

Rama Cont
Cont at Oberwolfach in 2012
Born	Rama Cont (1972-06-30) 30 June 1972 Tehran, Iran
Alma mater	École Polytechnique
Known for	Systemic risk modelling, Functional Ito calculus, Pathwise Ito calculus, Model risk, Liquidity at risk
Awards	Louis Bachelier Prize (2010) Royal Society Award for Excellence in Interdisciplinary Research(2017) SIAM Fellow (2017)
Scientific career
Fields	Probability Mathematical Finance
Institutions	University of Oxford Imperial College London Sorbonne University Columbia University École Polytechnique
Thesis	Des marches aléatoires aux marchés aléatoires. Modélisation statistique des marchés financiers: études empiriques et approches théoriques. (1998)
Doctoral advisor	Jean-Philippe Bouchaud

Website	people.maths.ox.ac.uk/rama.cont/

Rama Cont is the Statutory 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 for his work on pathwise methods in stochastic analysis and mathematical models of systemic risk. He was awarded the Louis Bachelier Prize by the French Academy of Sciences in 2010.