Jean-David FERMANIAN


Jean-David FERMANIAN
CREST Permanent Member
Full Professor
Finance
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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.