ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat

Jean-David Fermanian


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.



Copulas and financial applications

Heures de cours : 18

Crédits ECTS : 3