Rama Cont
Associate Professor, Columbia University and Director, Columbia Center for Financial
Engineering
Rama Cont is associate professor and director of the Center for Financial Engineering at Columbia
University (New York) and Senior Research Scientist at Université de Paris VI. His research deals with
the modelling of extreme risks -market discontinuities, systemic risk and feedback effects- in financial
markets. He is the author of Financial Modeling with Jump Processes (2004), Editor-in-Chief of the
Encyclopedia of Quantitative Finance (Wiley 2010) and serves as a consultant to regulators and financial
institutions in the US and Europe and as a scientific counsel to the French Parliament. He was awarded
the Louis Bachelier Prize by the French Academy of Sciences in 2010 for his research on mathematical
modeling of extreme risks.