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Rama Cont Rama Cont
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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. 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.
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Rama Cont
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Rama Cont
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dbr:Iran dbr:Tehran
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dbr:Tehran dbr:Iran
dbo:birthDate
1972-06-30
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dbp:thesisTitle
Des marches aléatoires aux marchés aléatoires. Modélisation statistique des marchés financiers: études empiriques et approches théoriques.
dbp:thesisYear
1998
dbp:workplaces
Sorbonne University École Polytechnique University of Oxford Imperial College London Columbia University
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SIAM Fellow Royal Society Award for Excellence in Interdisciplinary Research Louis Bachelier Prize
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1972-06-30
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Rama Cont
dbp:fields
Probability Mathematical Finance
dbp:influences
dbr:Benoit_Mandelbrot
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Systemic risk modelling, Functional Ito calculus, Pathwise Ito calculus, Model risk
dbo:abstract
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. 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.
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