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Cont, Rama


 SSRN Author Rank: 144 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
48,048
Total
Citations
437
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
5,548
(590)
17

2.  
Cont, Rama
Imperial College London
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
22 Nov 02
3,389
(1,366)
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
3,028
(1,675)
23

4.  
Cont, Rama
Imperial College London
Posted:
26 Jan 11
Last Revised:
15 Mar 11
2,835
(1,898)
5

5.  
The Price Impact of Order Book Events | Show Abstract | Download |
Cont, Rama, Arseniy Kukanov, and Sasha Stoikov. "The Price Impact of Order Book Events." Journal of Financial Econometrics (2013).
Accepted Paper Series
Cont, Rama
Imperial College London
Kukanov, Arseniy
Columbia University - Center for Financial Engineering
Stoikov, Sasha
Cornell Financial Engineering Manhattan
Posted:
28 Nov 10
Last Revised:
03 Jul 13
2,625
(2,186)
16

6.  
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
Cont, Rama
Imperial College London
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
15 Oct 07
2,206
(2,971)
18

7.  
Cont, Rama
Imperial College London
Posted:
25 Feb 99
2,162
(3,069)
3

8.  
Cont, Rama
Imperial College London
de Larrard, Adrien
University of Paris 7 Denis Diderot
Posted:
07 Jan 11
Last Revised:
28 Mar 12
1,741
(4,463)
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
1,655
(4,871)
12

10.  
Cont, Rama
Imperial College London
Mondescu, Radu Paul
DRW Trading Group
Yu, Yuhua
DRW Trading Group
Posted:
14 Mar 11
1,365
(6,795)
1

11.   Incl. Electronic Paper
Cont, Rama
Imperial College London
Minca, Andreea
Cornell University
Posted:
13 Mar 08
Last Revised:
17 Jan 13
1,250
(7,833)
15

12.  
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 - Department of Science and Finance
Posted:
10 Feb 98
1,220
(8,149)
5

13.  
Cont, Rama
Imperial College London
de Larrard, Adrien
University of Paris 7 Denis Diderot
Posted:
20 Feb 12
Last Revised:
05 Oct 12
1,143
(9,137)
3

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
1,129
(9,297)
11

15.  
Cont, Rama
Imperial College London
Kan, Yu Hang (Gabriel)
Barclays Capital
Posted:
26 Feb 09
Last Revised:
07 Dec 09
1,089
(9,882)
9

16.  
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
1,081
(9,997)
10

17.  
Cont, Rama
Imperial College London
Kan, Yu Hang (Gabriel)
Barclays Capital
Posted:
14 Apr 11
Last Revised:
25 Apr 11
1,029
(10,804)
1

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
983
(11,588)
34

19.  
Stochastic Models of Implied Volatility Surfaces | Show Abstract | Download |
Economic Notes, Vol. 31, No. 2, July 2002
Accepted Paper Series
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
935
(12,506)
43

20.  
Cont, Rama
Imperial College London
Potters, Marc
Capital Fund Management - Department of Science and Finance
Bouchaud, Jean-Philippe
Centre d'Etudes de Saclay (CEA) - Service de Physique de l'Etat Condense (SPEC)
Posted:
28 Nov 97
930
(12,613)
22

21.  
Cont, Rama
Imperial College London
Kukanov, Arseniy
Columbia University - Center for Financial Engineering
Posted:
02 Oct 12
Last Revised:
03 Jul 13
823
(15,238)
1

22.  
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
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
821
(15,273)
8

23.   Incl. Electronic Paper
Cont, Rama
Imperial College London
Wagalath, Lakshithe
IESEG School of Management
Posted:
23 Jan 11
Last Revised:
06 Aug 13
808
(15,631)
4

24.  
Cont, Rama
Imperial College London
Jessen, Cathrine
Copenhagen Business School - Department of Finance
Posted:
08 May 09
Last Revised:
14 Nov 10
804
(15,790)
3

25.  
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
Cont, Rama
Imperial College London
Voltchkova, Ekaterina
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Posted:
02 Jan 04
778
(16,548)
21

26.  
Cont, Rama
Imperial College London
Deguest, Romain
EDHEC Business School
Kan, Yu Hang (Gabriel)
Barclays Capital
Posted:
13 Aug 09
Last Revised:
14 Nov 12
729
(18,145)
1

27.   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
685
(19,878)
3

28.   Incl. Electronic Paper
Cont, Rama
Imperial College London
Deguest, Romain
EDHEC Business School
Posted:
19 Apr 10
Last Revised:
09 Jun 13
651
(21,393)
1

29.  
Forward Equations for Portfolio Credit Derivatives | Show Abstract | Download |
Columbia University Center for Financial Engineering, Financial Engineering Report No. 2008-05
Working Paper Series
Cont, Rama
Imperial College London
Savescu, Ioana A.
Merrill Lynch & Co. - Merrill Lynch, UK
Posted:
25 Apr 08
651
(21,393)
5

30.  
Cont, Rama
Imperial College London
Posted:
09 Jul 04
576
(25,328)
33

31.   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
543
(27,485)
1

32.  
Cont, Rama
Imperial College London
Posted:
29 May 09
511
(29,769)
8

33.  
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
507
(30,082)
1

34.  
Cont, Rama
Imperial College London
Wagalath, Lakshithe
IESEG School of Management
Posted:
04 May 12
Last Revised:
05 Feb 13
505
(30,242)
1

35.  
Social Distance, Heterogeneity and Social Interactions | Show Abstract | Download |
CMAP, Ecole Polytechnique, Rapport Interne Working Paper No. 505
Working Paper Series
Cont, Rama
Imperial College London
Löwe, Matthias
University of Muenster - Fachbereich Mathematik
Posted:
06 Aug 03
368
(45,034)
 

36.  
Nonparametric Tests for Analyzing the Fine Structure of Price Fluctuations | Show Abstract | Download |
Columbia University Financial Engineering Report No. 2007-13
Working Paper Series
Cont, Rama
Imperial College London
Mancini, Cecilia
University of Florence - Department of management and economics
Posted:
11 Jan 08
Last Revised:
30 May 14
257
(68,222)
7

37.  
Cont, Rama
Imperial College London
Lantos, Nicolas
Imperial College London
Pironneau, Olivier
University of Paris 6 Pierre et Marie Curie
Posted:
01 Oct 10
Last Revised:
18 Jan 11
216
(81,899)
2

38.  
Biagini, Sara
University of Pisa
Cont, Rama
Imperial College London
Posted:
30 Mar 09
186
(94,931)
 

39.  
Cont, Rama
Imperial College London
Minca, Andreea
Cornell University
Posted:
29 Aug 14
Last Revised:
02 Sep 14
98
(160,439)
1

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
97
(161,604)
 

41.  
Cont, Rama
Imperial College London
Wagalath, Lakshithe
IESEG School of Management
Posted:
28 Feb 14
60
(216,386)
 

42.  
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
Cont, Rama
Imperial College London
Posted:
12 Jun 06
28
(290,264)
31

43.  
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
Cont, Rama
Imperial College London
Tankov, Peter
Ecole Polytechnique, Paris
Posted:
30 Jun 09
3
(392,262)
18

44.  
Dynamics Of Implied Volatility Surfaces | Show Abstract |
Quantitative Finance, Vol. 2, No. 1, 2002
Accepted Paper Series
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 - Department of Science and Finance
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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