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 Rama Cont
 SSRN Author Rank: 381 by Downloads
 Columbia University - Center for Financial Engineering
 500 W120th St
 New York, NY 10027
 United States
 HOME PAGE: http://www.cfe.columbia.edu/
 email address
 Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
 331 S.W. Mudd Building
 500 West 120th Street
 New York, NY 10027
 United States
 HOME PAGE: http://www.cfe.columbia.edu
 email address

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. Rama Cont's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
14,489
Total
Citations
150
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Rama Cont
Columbia University - Center for Financial Engineering
Peter Tankov
Ecole Polytechnique, Paris
Posted:
22 Nov 02
Last Revised:
07 Dec 02
2,458
(942)
12

2.  
Rama Cont
Columbia University - Center for Financial Engineering
Posted:
25 Feb 99
Last Revised:
06 Sep 04
1,983
(1,448)
2

3.  
Rama Cont
Columbia University - Center for Financial Engineering
Sasha Stoikov
Cornell Financial Engineering Manhattan
Rishi Talreja
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
26 Sep 08
Last Revised:
31 Aug 09
1,478
(2,483)
 

4.  
Jean-Philippe Bouchaud
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Nicholas Sagna
Credit Suisse First Boston Fixed Income Research
Rama Cont
Columbia University - Center for Financial Engineering
Nicole El Karoui
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Marc Potters
Capital Fund Management - Department of Science and Finance
Posted:
10 Feb 98
Last Revised:
15 May 98
1,108
(4,153)
6

5.  
Constant Proportion Portfolio Insurance in Presence of Jumps in Asset Prices | Show Abstract | Download |
Columbia University Center for Financial Engineering, Financial Engineering Report No. 2007-10
Working Paper Series
Rama Cont
Columbia University - Center for Financial Engineering
Peter Tankov
Ecole Polytechnique, Paris
Posted:
15 Oct 07
Last Revised:
13 Mar 08
951
(5,368)
7

6.  
Recovering Portfolio Default Intensities Implied by CDO Quotes | Show Abstract | Download |
Columbia University Center for Financial Engineering, Financial Engineering Report No. 2008-01
Working Paper Series
Rama Cont
Columbia University - Center for Financial Engineering
Andreea Minca
Université Paris VI Pierre et Marie Curie
Posted:
13 Mar 08
Last Revised:
10 Jun 09
759
(7,750)
5

7.  
Rama Cont
Columbia University - Center for Financial Engineering
Jean-Philippe Bouchaud
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Posted:
10 Feb 98
Last Revised:
10 Feb 98
667
(9,395)
26

8.  
Rama Cont
Columbia University - Center for Financial Engineering
Marc Potters
Capital Fund Management - Department of Science and Finance
Jean-Philippe Bouchaud
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Posted:
28 Nov 97
Last Revised:
28 Jan 98
659
(9,552)
18

9.  
Stochastic Models of Implied Volatility Surfaces | Show Abstract | Download |
Economic Notes, Vol. 31, No. 2, July 2002
Accepted Paper Series
Rama Cont
Columbia University - Center for Financial Engineering
Valdo Durrleman
Princeton University - Department of Operations Research and Financial Engineering
José Da Fonseca
Ecole Supérieure d'Ingénieurs Léonard de Vinci
Posted:
28 Apr 03
Last Revised:
23 May 03
581
(11,479)
23

10.  
A Finite Difference Scheme for Option Pricing in Jump-diffusion and Exponential Levy Models | Show Abstract | Download |
Ecole Polytechnique Rapport Interne CMAP Working Paper No. 513
Working Paper Series
Rama Cont
Columbia University - Center for Financial Engineering
Ekaterina Voltchkova
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Posted:
02 Jan 04
Last Revised:
08 Jan 04
482
(14,995)
2

11.  
Recovering Volatility from Option Prices by Evolutionary Optimization | Show Abstract | Download |
Finance Concepts Working Paper No. 04-01
Working Paper Series
Rama Cont
Columbia University - Center for Financial Engineering
Sana BEN HAMIDA
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Posted:
16 May 04
Last Revised:
11 Oct 07
473
(15,358)
1

12.  
Rama Cont
Columbia University - Center for Financial Engineering
Posted:
09 Jul 04
Last Revised:
24 Feb 05
444
(16,741)
11

13.  
Robustness and Sensitivity Analysis of Risk Measurement Procedures | Show Abstract | Download |
Columbia University Center for Financial Engineering, Financial Engineering Report No. 2007-06
Working Paper Series
Rama Cont
Columbia University - Center for Financial Engineering
Romain Deguest
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Giacomo Scandolo
University of Florence - Dipartimento di Matematica
Posted:
24 Jan 08
Last Revised:
11 Oct 09
412
(18,497)
 

14.  
Forward Equations for Portfolio Credit Derivatives | Show Abstract | Download |
Columbia University Center for Financial Engineering, Financial Engineering Report No. 2008-05
Working Paper Series
Rama Cont
Columbia University - Center for Financial Engineering
Ioana A. Savescu
Merrill Lynch & Co. - Merrill Lynch, UK
Posted:
25 Apr 08
Last Revised:
25 Apr 08
408
(18,732)
2

15.  
Rama Cont
Columbia University - Center for Financial Engineering
Yu Hang Kan
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
26 Feb 09
Last Revised:
02 Apr 09
309
(26,420)
3

16.  
Social Distance, Heterogeneity and Social Interactions | Show Abstract | Download |
CMAP, Ecole Polytechnique, Rapport Interne Working Paper No. 505
Working Paper Series
Rama Cont
Columbia University - Center for Financial Engineering
Matthias Löwe
University of Muenster - Fachbereich Mathematik
Posted:
06 Aug 03
Last Revised:
06 Aug 03
309
(26,420)
 

17.  
Scale Invariance and Beyond | Show Abstract | Download |
Proceedings of the CNRS Workshop on Scale Invariance, France
Working Paper Series
Rama Cont
Columbia University - Center for Financial Engineering
Marc Potters
Capital Fund Management - Department of Science and Finance
Jean-Philippe Bouchaud
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Posted:
05 Nov 97
Last Revised:
05 Nov 97
219
(38,742)
14

18.  
Rama Cont
Columbia University - Center for Financial Engineering
Thomas Kokholm
University of Aarhus - Aarhus School of Business
Posted:
19 Sep 09
Last Revised:
19 Sep 09
181
(47,572)
 

19.  
Nonparametric Tests for Analyzing the Fine Structure of Price Fluctuations | Show Abstract | Download |
Columbia University Financial Engineering Report No. 2007-13
Working Paper Series
Rama Cont
Columbia University - Center for Financial Engineering
Cecilia Mancini
University of Florence - Dipartimento di Matematica
Posted:
11 Jan 08
Last Revised:
02 Nov 08
157
(53,968)
4

20.  
Rama Cont
Columbia University - Center for Financial Engineering
Romain Deguest
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Yu Hang Kan
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
13 Aug 09
Last Revised:
11 Oct 09
152
(55,661)
 

21.  
Rama Cont
Columbia University - Center for Financial Engineering
Cathrine Jessen
University of Copenhagen - Institute for Mathematical Sciences
Posted:
08 May 09
Last Revised:
08 May 09
147
(57,813)
 

22.  
Sara Biagini
University of Pisa
Rama Cont
Columbia University - Center for Financial Engineering
Posted:
30 Mar 09
Last Revised:
02 Apr 09
67
(102,311)
 

23.  
Rama Cont
Columbia University - Center for Financial Engineering
Posted:
29 May 09
Last Revised:
29 May 09
59
(109,555)
 

24.  
Model Uncertanity and its Impact on the Pricing of Derivative Instruments | Show Abstract | Download |
Mathematical Finance, Vol. 16, No. 3, pp. 519-547, July 2006
Accepted Paper Series
Rama Cont
Columbia University - Center for Financial Engineering
Posted:
12 Jun 06
Last Revised:
01 Feb 07
26
(151,129)
11

25.  
Constant Proportion Portfolio Insurance in the Presence of Jumps in Asset Prices | Show Abstract | Download |
Mathematical Finance, Vol. 19, Issue 3, pp. 379-401, July 2009
Accepted Paper Series
Rama Cont
Columbia University - Center for Financial Engineering
Peter Tankov
Ecole Polytechnique, Paris
Posted:
30 Jun 09
Last Revised:
30 Jun 09
0
(0)
7

26.  
Recovering Volatility from Option Prices by Evolutionary Optimization | Show Abstract |
Journal of Computational Finance, Vol. 8, No. 4, Summer 2005
Accepted Paper Series
Sana BEN HAMIDA
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Rama Cont
Columbia University - Center for Financial Engineering
Posted:
08 Nov 05
Last Revised:
01 Jun 08
0
(120,775)
 

27.  
Dynamics Of Implied Volatility Surfaces | Show Abstract |
Quantitative Finance, Vol. 2, No. 1, 2002
Accepted Paper Series
Rama Cont
Columbia University - Center for Financial Engineering
José Da Fonseca
Ecole Supérieure d'Ingénieurs Léonard de Vinci
Posted:
11 Jan 02
Last Revised:
26 Apr 02
0
(0)
 

28.  
Rama Cont
Columbia University - Center for Financial Engineering
Posted:
01 Sep 98
Last Revised:
02 Nov 98
0
(0)
 

29.  
Marc Potters
Capital Fund Management - Department of Science and Finance
Rama Cont
Columbia University - Center for Financial Engineering
Jean-Philippe Bouchaud
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Posted:
17 Oct 96
Last Revised:
06 Sep 04
0
(0)
 


Records 1 - 29 of 29 matches
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