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searching for Rama Cont 4 found (12 total)

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Paul Lévy (mathematician) (566 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 (1,544 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) (3,890 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