Rama Cont
316 S. W. Mudd Building
500 W. 120th Street
New York, New York 10027
Phone: +1 212-854-1477
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Rama Cont joined Columbia University’s IEOR Department in 2006, after previous positions as CNRS research scientist at Centre de Mathématiques Appliquées, Ecole Polytechnique (France), and visiting professor at Princeton University. His research focuses on stochastic modeling and computational methods in finance, inverse problems and model uncertainty, random graphs and social networks. Rama has taught courses at various academic institutions in Europe and the U.S. including: Ecole Polytechnique, Université de Paris VI, Sorbonne, Princeton, Osaka University, Université Paris-Dauphine, and HEC. He has also worked as a consultant for several financial institutions on topics ranging from the optimal design of maritime transport contracts to numerical methods for pricing exotic options. Currently Rama is the Editor in Chief of the Encyclopedia of Quantitative Finance and the director of the Center for Financial Engineering at Columbia University.
Publications
R. Cont, P. Tankov: Financial Modeling with Jump Processes.Chapman & Hall / CRC Press, 2003. ISBN: 1584884134.
R. Cont (ed.): Frontiers in Quantitative Finance: credit risk and volatility modeling. Wiley, 2008.