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Cont, Rama


 SSRN Author Rank: 135 by Downloads
 Chair of Mathematical Finance
 

Imperial College London


 London, SW7 2AZ
 United Kingdom
 HOME PAGE: http://www3.imperial.ac.uk/people/r.cont
 email address
 

CNRS - Universite de Paris VI


 Laboratoire de Probabilites & Modeles aleatoires
 Universite Pierre & Marie Curie (Paris VI)
 Paris, 75252
 France
 HOME PAGE: http://www.proba.jussieu.fr/pageperso/ramacont/
 email address

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. Cont, Rama's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
51,163
Total
Citations
438
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Cont, Rama
Imperial College London
Stoikov, Sasha
Cornell Financial Engineering Manhattan
Talreja, Rishi
Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Posted:
26 Sep 08
Last Revised:
31 Aug 09
5,828
(584)
17

2.  
Cont, Rama
Imperial College London
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
22 Nov 02
3,447
(1,466)
29

3.  
Cont, Rama
Imperial College London
Moussa, Amal
Columbia University
Santos, Edson Bastos e
Central Bank of Brazil
Posted:
02 Feb 11
Last Revised:
25 Apr 12
3,442
(1,470)
23

4.  
Cont, Rama
Imperial College London
Posted:
26 Jan 11
Last Revised:
15 Mar 11
3,114
(1,741)
5

5.  
The Price Impact of Order Book Events | Show Abstract | Download This Paper |
Cont, Rama, Arseniy Kukanov, and Sasha Stoikov. "The Price Impact of Order Book Events." Journal of Financial Econometrics (2013).
Number of Pages in PDF File: 32
Cont, Rama
Imperial College London
Kukanov, Arseniy
AQR Capital Management, LLC
Stoikov, Sasha
Cornell Financial Engineering Manhattan
Posted:
28 Nov 10
Last Revised:
03 Jul 13
2,931
(1,952)
16

6.  
Constant Proportion Portfolio Insurance in Presence of Jumps in Asset Prices | Show Abstract | Download This Paper |
Columbia University Center for Financial Engineering, Financial Engineering Report No. 2007-10
Number of Pages in PDF File: 27
Cont, Rama
Imperial College London
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
15 Oct 07
2,297
(3,026)
18

7.  
Cont, Rama
Imperial College London
Posted:
25 Feb 99
2,171
(3,330)
3

8.  
Cont, Rama
Imperial College London
de Larrard, Adrien
Université Paris VII Denis Diderot
Posted:
07 Jan 11
Last Revised:
28 Mar 12
1,830
(4,473)
10

9.   Incl. Electronic Paper
Cont, Rama
Imperial College London
Kokholm, Thomas
School of Business and Social Sciences, Aarhus University
Posted:
19 Sep 09
Last Revised:
06 Mar 13
1,721
(4,957)
12

10.  
Cont, Rama
Imperial College London
Mondescu, Radu Paul
DRW Trading Group
Yu, Yuhua
DRW Trading Group
Posted:
14 Mar 11
1,487
(6,413)
1

11.  
Cont, Rama
Imperial College London
de Larrard, Adrien
Université Paris VII Denis Diderot
Posted:
20 Feb 12
Last Revised:
05 Oct 12
1,296
(8,092)
3

12.   Incl. Electronic Paper
Cont, Rama
Imperial College London
Minca, Andreea
Cornell University
Posted:
13 Mar 08
Last Revised:
17 Jan 13
1,268
(8,391)
15

13.  
Bouchaud, Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Sagna, Nicholas
Credit Suisse First Boston Fixed Income Research
Cont, Rama
Imperial College London
El Karoui, Nicole
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Potters, Marc
Capital Fund Management
Posted:
10 Feb 98
1,227
(8,859)
5

14.  
Amini, Hamed
Ecole Polytechnique Fédérale de Lausanne
Cont, Rama
Imperial College London
Minca, Andreea
Cornell University
Posted:
19 Jun 11
Last Revised:
06 Oct 12
1,190
(9,334)
11

15.  
Amini, Hamed
Ecole Polytechnique Fédérale de Lausanne
Cont, Rama
Imperial College London
Minca, Andreea
Cornell University
Posted:
25 Dec 10
Last Revised:
28 Dec 10
1,129
(10,146)
10

16.  
Cont, Rama
Imperial College London
Kan, Yu Hang (Gabriel)
Barclays Investment Bank
Posted:
14 Apr 11
Last Revised:
25 Apr 11
1,114
(10,401)
1

17.  
Cont, Rama
Imperial College London
Kan, Yu Hang (Gabriel)
Barclays Investment Bank
Posted:
26 Feb 09
Last Revised:
07 Dec 09
1,104
(10,544)
9

18.  
Cont, Rama
Imperial College London
Bouchaud, Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Posted:
10 Feb 98
994
(12,423)
34

19.  
Cont, Rama
Imperial College London
Kukanov, Arseniy
AQR Capital Management, LLC
Posted:
02 Oct 12
Last Revised:
23 Nov 14
992
(12,461)
1

20.  
Stochastic Models of Implied Volatility Surfaces | Show Abstract | Download This Paper |
Economic Notes, Vol. 31, No. 2, July 2002
Number of Pages in PDF File: 16
Cont, Rama
Imperial College London
Durrleman, Valdo
Princeton University - Department of Operations Research and Financial Engineering
Da Fonseca, José
Auckland University of Technology - Faculty of Business & Law
Posted:
28 Apr 03
953
(13,215)
44

21.  
Cont, Rama
Imperial College London
Potters, Marc
Capital Fund Management
Bouchaud, Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Posted:
28 Nov 97
932
(13,706)
22

22.   Incl. Electronic Paper
Cont, Rama
Imperial College London
Wagalath, Lakshithe
IESEG School of Management
Posted:
23 Jan 11
Last Revised:
06 Aug 13
867
(15,277)
4

23.  
Robustness and Sensitivity Analysis of Risk Measurement Procedures | Show Abstract | Download This Paper |
Columbia University Center for Financial Engineering, Financial Engineering Report No. 2007-06
Number of Pages in PDF File: 33
Cont, Rama
Imperial College London
Deguest, Romain
EDHEC Business School
Scandolo, Giacomo
University of Verona - Department of Economics
Posted:
24 Jan 08
Last Revised:
19 Apr 10
856
(15,601)
8

24.  
Cont, Rama
Imperial College London
Jessen, Cathrine
Copenhagen Business School - Department of Finance
Posted:
08 May 09
Last Revised:
14 Nov 10
839
(16,109)
3

25.   Incl. Electronic Paper
Cont, Rama
Imperial College London
Kokholm, Thomas
School of Business and Social Sciences, Aarhus University
Posted:
06 Sep 12
Last Revised:
26 May 13
826
(16,485)
3

26.  
A Finite Difference Scheme for Option Pricing in Jump-diffusion and Exponential Levy Models | Show Abstract | Download This Paper |
Ecole Polytechnique Rapport Interne CMAP Working Paper No. 513
Number of Pages in PDF File: 39
Cont, Rama
Imperial College London
Voltchkova, Ekaterina
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Posted:
02 Jan 04
785
(17,765)
21

27.  
Cont, Rama
Imperial College London
Deguest, Romain
EDHEC Business School
Kan, Yu Hang (Gabriel)
Barclays Investment Bank
Posted:
13 Aug 09
Last Revised:
14 Nov 12
754
(18,793)
1

28.   Incl. Electronic Paper
Cont, Rama
Imperial College London
Deguest, Romain
EDHEC Business School
Posted:
19 Apr 10
Last Revised:
09 Jun 13
668
(22,403)
1

29.  
Forward Equations for Portfolio Credit Derivatives | Show Abstract | Download This Paper |
Columbia University Center for Financial Engineering, Financial Engineering Report No. 2008-05
Number of Pages in PDF File: 22
Cont, Rama
Imperial College London
Savescu, Ioana A.
Merrill Lynch & Co. - Merrill Lynch, UK
Posted:
25 Apr 08
657
(22,922)
5

30.  
Cont, Rama
Imperial College London
Wagalath, Lakshithe
IESEG School of Management
Posted:
04 May 12
Last Revised:
05 Feb 13
587
(26,834)
1

31.  
Model Uncertainty and its Impact on the Pricing of Derivative Instruments | Show Abstract | Download This Paper |
Finance Concepts Working Paper FC-04-02
Number of Pages in PDF File: 35
Cont, Rama
Imperial College London
Posted:
09 Jul 04
584
(27,016)
33

32.   Incl. Electronic Paper
Cont, Rama
Imperial College London
Ben Hamida, Sana
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Posted:
16 May 04
Last Revised:
01 Jun 08
550
(29,343)
1

33.  
Cont, Rama
Imperial College London
Posted:
29 May 09
547
(29,584)
8

34.  
Cont, Rama
Imperial College London
Deguest, Romain
EDHEC Business School
He, Xue Dong
Columbia University - Department of Industrial Engineering and Operations Research
Posted:
08 Oct 11
521
(31,535)
1

35.  
Social Distance, Heterogeneity and Social Interactions | Show Abstract | Download This Paper |
CMAP, Ecole Polytechnique, Rapport Interne Working Paper No. 505
Number of Pages in PDF File: 29
Cont, Rama
Imperial College London
Löwe, Matthias
University of Muenster - Fachbereich Mathematik
Posted:
06 Aug 03
374
(47,801)
 

36.  
Cont, Rama
Imperial College London
Minca, Andreea
Cornell University
Posted:
29 Aug 14
Last Revised:
03 Nov 14
352
(51,700)
1

37.  
Nonparametric Tests for Analyzing the Fine Structure of Price Fluctuations | Show Abstract | Download This Paper |
Columbia University Financial Engineering Report No. 2007-13
Number of Pages in PDF File: 35
Cont, Rama
Imperial College London
Mancini, Cecilia
University of Florence - Department of management and economics
Posted:
11 Jan 08
Last Revised:
30 May 14
262
(71,984)
7

38.  
Cont, Rama
Imperial College London
Pironneau, Olivier
Université Paris VI Pierre et Marie Curie
Posted:
01 Oct 10
Last Revised:
20 Dec 14
221
(86,274)
2

39.  
Biagini, Sara
University of Pisa
Cont, Rama
Imperial College London
Posted:
30 Mar 09
195
(97,735)
 

40.  
Avellaneda, Marco
New York University (NYU) - Courant Institute of Mathematical Sciences
Cont, Rama
Imperial College London
Posted:
11 Apr 13
Last Revised:
28 May 13
130
(140,560)
 

41.  
Cont, Rama
Imperial College London
Wagalath, Lakshithe
IESEG School of Management
Posted:
28 Feb 14
90
(182,161)
 

42.  
Model Uncertanity and its Impact on the Pricing of Derivative Instruments | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 16, No. 3, pp. 519-547, July 2006
Number of Pages in PDF File: 29
Cont, Rama
Imperial College London
Posted:
12 Jun 06
28
(311,195)
31

43.  
Constant Proportion Portfolio Insurance in the Presence of Jumps in Asset Prices | Show Abstract | Add to Cart |
Mathematical Finance, Vol. 19, Issue 3, pp. 379-401, July 2009
Number of Pages in PDF File: 23
Cont, Rama
Imperial College London
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
30 Jun 09
3
(418,125)
18

44.  
Dynamics Of Implied Volatility Surfaces | Show Abstract |
Quantitative Finance, Vol. 2, No. 1, 2002
Cont, Rama
Imperial College London
Da Fonseca, José
Auckland University of Technology - Faculty of Business & Law
Posted:
11 Jan 02
 

45.  
Cont, Rama
Imperial College London
Posted:
01 Sep 98
 

46.  
Potters, Marc
Capital Fund Management
Cont, Rama
Imperial College London
Bouchaud, Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Posted:
17 Oct 96
 


Records 1 - 46 of 46 matches
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