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Rama Cont
Chair of Mathematical Finance at University of Oxford


Rama Cont is professor at Oxford University, where he holds the Chair of Mathematical Finance at the Oxford Mathematical Institute. He is also Scientific advisor to the International Monetary Fund (IMF) and to Norges Bank. His research has focused on stochastic analysis, modeling of systemic risk and liquidity risk and applications of machine learning in finance. He has participated in the design and stress testing of large scale risk-management systems for major exchanges and CCPs in Europe, the US, Latin America and Asia. He was awarded the Louis Bachelier Prize in 2010 by the French Academy of Sciences for his research on mathematical modelling of financial risks and the Royal Society Award for Excellence in Interdisciplinary Research in 2017 for his work on systemic risk modeling.

Rama Cont's Network

Agenda Sessions

  • Liquidity at Risk: a new approach to credit risk modeling and stress testing

  • Rethinking market impact