Statut : Professor, co-Director of the "Finance & Risk Management" engineering track and Advanced Master
Département : ENSAE-CREST, Finance-Insurance
Spécialités : Dependence modeling (copulas) ; Credit risk ; Risk management ; Multivariate dynamic models ; Applications of Machine Learning to finance/insurance


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.


Enseignant Identifiant Intitulé Instructor Heures de TD Jours Heures de cours Crédits ECTS Modalité examen
Jean-David Fermanian FA331 Copulas and financial applications Fermanian Jean-David 0 18 3 écrit
Jean-David Fermanian FA328 Foundations of Risk management Fermanian Jean-David 0 18 3 écrit