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searching for Rama Cont 4 found (12 total)

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Paul Lévy (mathematician) (558 words) [view diff] exact match in snippet view article

arXiv:1502.07597, doi:10.1080/17498430.2014.976804, S2CID 119148294. Rama Cont: Paul Lévy: a biography Gérard P. Michon: Paul Lévy and Functional Analysis
Constant proportion debt obligation (741 words) [view diff] exact match in snippet view article find links to article
optimal and implied leverage, Journal of Banking & Finance 34, no 6, 2010. Rama Cont & Cathrine Jessen (2009) Constant Proportion Debt Obligations (CPDO):
Constant proportion portfolio insurance (1,591 words) [view diff] exact match in snippet view article find links to article
Insurance", Journal of Economic Dynamics and Control, 16(3-4): 403-426. Rama Cont and Peter Tankov (July 2009), "Constant Proportion Portfolio Insurance
Lattice model (finance) (3,782 words) [view diff] exact match in snippet view article
Implementing Derivative Models. New Jersey: Wiley. ISBN 978-0-471-96651-7. Rama Cont, ed. (2010). Tree methods in finance, Encyclopedia of Quantitative Finance