Finance


The financial department is specialized in the quantitative analysis of finance and insurance problems. The topics studied in the Laboratory are diverse, but are characterized by the need to use both theory and applications. Without being exhaustive, the following list gives an idea of the themes studied in the laboratory:

  • dynamic models in finance, credit risk, multivariate volatility models, estimation of risk measures, conditional and systemic risks,
  • bubble models and noncausal processes, stochastic models for energy, Lévy processes, granularity adjustments, longetivity risk, portfolio optimization.
Area First name Last name Website Group
Finance Jean-David FERMANIAN Website Fin.
Finance Christian FRANCQ Website Fin.
Finance Christian GOURIEROUX Website Fin.
Finance Caroline HILLAIRET Website Fin.
Finance Alain MONFORT Website Fin.
Finance Peter TANKOV Website Fin.
Finance Jean-Michel ZAKOIAN Website Fin.
Area First name Last name Group
Finance Nicolas BARADEL Fin.
Finance Clara CHAMPAGNE Fin.
Finance Alexis DERUMIGNY Fin.
Finance Sébastien FRIES Fin.
Finance Anna PETRONEVICH Fin.
Pole First name Last name Website Group
Finance Erwan KOCH Website Fin.
Area First name Last name Team
Area First name Last name Website Group
Finance Arthur CHARPENTIER Website Fin.
Finance Jean-François CHASSAGNEUX Website Fin.
Finance Serge DAROLLES Website Fin.
Finance Romuald ELIE Website Fin.
Finance Sylvestre FREZAL Website Fin.
Finance Céline GRISLAIN-LETREMY Website Fin.
Finance Jean-Cyprien HEAM Website Fin.
Finance Gaëlle LE FOL Website Fin.
Finance Gulten MERO Website Fin.
Finance Huyên PHAM Website Fin.
Finance Christian ROBERT Website Fin.
Finance Bertrand VILLENEUVE Website Fin.