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QuantMinds International
18 - 21 November 2024
InterContinental O2London

Rama Cont
Professor of Mathematics and Chair of Mathematical Finance at University of Oxford


Rama Cont is Chair of Mathematical Finance at the University of Oxford and Senior Research Fellow at the Institute for New Economic Thinking.

His research has focused on stochastic analysis and the modeling of extreme market risks -market discontinuities and breakdowns, systemic risk, stress testing and liquidity risk- as well asintraday modelling of limit order markets 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 by the French Academy of Sciences in 2010 for his research on mathematical modeling in finance and the Royal Society Award for Excellence in Interdisciplinary Research in 2017 for his research on systemic risk.

Agenda Sessions

  • Tail-GAN: a generative model for tail risk scenarios

  • Chair's Welcome Remarks