The Finance and Insurance department is specialized in the quantitative analysis of finance and insurance problems. The topics studied in the Laboratory are diverse, but are characterized by the need to use both theory and applications. Without being exhaustive, the following list gives an idea of the themes studied in the laboratory : dynamic models in finance, credit risk, multivariate volatility models, estimation of risk measures, conditional and systemic risks, bubble models and noncausal processes, stochastic models for energy, Lévy processes, granularity adjustments, longetivity risk, portfolio optimization.
The Finance and Insurance faculty teach in the ENSAE engineering program as well as various research oriented masters and PhD tracks : Master Statistics, Finance and Actuarial Science (IP Paris) ; PhD track in Mathematics for Finance (IP Paris) ; Master in Economics (IP Paris and HEC Paris). The department contributes to the PhD program in Mathematics “Ecole Doctorale de Mathématiques Hadamard” (EDMH), joint between IP Paris and University Paris-Saclay. The department has a dynamic group of doctoral students who participate actively in the daily life and research activities of the department (see the complete list of members).
