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 Name Phone Office Location
Finance Jean-David FERMANIAN +33 (0)1 70 26 67 15 4112 Palaiseau
Finance Christian FRANCQ +33 (0)1 70 26 67 71 4121 Palaiseau
Finance Christian GOURIEROUX (Emérite) +33 (0)1 70 26 68 04 4104 Palaiseau
Finance Caroline HILLAIRET +33 (0)1 70 26 67 22 4111 Palaiseau
Finance Alain MONFORT +33 (0)1 70 26 67 00 4000 Palaiseau
Finance Peter TANKOV +33 (0)1 70 26 68 73 4122 Palaiseau
Finance Francesco VIOLANTE +33 (0)1 70 26 67 50 4115 Palaiseau
Finance Jean-Michel ZAKOIAN +33 (0)1 70 26 68 46 4120 Palaiseau
Area Name Office Location
Finance Nicolas BARADEL -------
Finance Ophélie COUPERIER 4110-4113 Palaiseau
Finance Alexis DERUMIGNY 4106-4109 Palaiseau
Finance Ishak HAJJEJ 4113
Finance BENERRAMI Jalel 4110-4113 Palaiseau
Finance Marcos LEUTSCHER DE LAS NIEVES 4106-4109 Palaiseau
Finance Clément LION 4110-4113 Palaiseau
Finance Benjamin POIGNARD ------- Palaiseau
Finance Julien ROYER 4110-4113 Palaiseau
Finance Laura TINSI 4110-4113 Palaiseau
Area Name Office Location