Jean-David Fermanian
Jean-David Fermanian
Professor of finance and statistics
ENSAE-Crest
Institut Polytechnique de Paris
Research interests
- financial econometrics
- dependence modelling
- risk management
- credit derivatives
- financial applications of machine learning
- fairness
Research interests
- financial econometrics
- dependence modelling
- risk management
- credit derivatives
- financial applications of machine learning
- fairness
ENSAE-Crest
Room office No B. 4112
5 avenue le Chatelier
92120 Palaiseau, France
jean-david.fermanian@ensae.fr
ENSAE-Crest
Room office No B. 4112
5 avenue le Chatelier
92120 Palaiseau, France
jean-david.fermanian@ensae.fr