Jean-David FERMANIAN
Spécialités :
Dependence modeling (copulas)
Credit risk
Risk management
Multivariate dynamic models
Applications of Machine Learning to finance/insurance
Département :
ENSAE-CREST
Finance
Biographie
Jean-David Fermanian is Professor of Finance and Statistics at ENSAE Paris and researcher at Crest. He has published numerous papers in dependence modeling (copulas), credit risk, risk management and multivariate dynamic models. Prior to working in the academic world, he held several professional positions at INSEE and in the financial industry. He is a graduate of Ecole Normale Supérieure and ENSAE. He holds a PhD in Statistics from the University Paris 6.Cours
APM_5FI03_AE
Portfolio management and Asset and Liability Management
Heures de cours : 24
Crédits ECTS : 4