Fermanian Jean-David

Faculty Bio
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.
Courses
Enseignant | Identifiant | Intitulé | Instructor | Heures de TD | Jours | Heures de cours | Crédits ECTS | Modalité examen |
---|---|---|---|---|---|---|---|---|
Jean-David Fermanian | FA331 | Copulas and financial applications | 0 | 18 | 3 | écrit | ||
Jean-David Fermanian | FA328 | Introduction to Risk Management | 0 | 18 | 3 | écrit |