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 Group
Finance Jean-David FERMANIAN Fin.
Finance Christian FRANCQ Fin.
Finance Christian GOURIEROUX Fin.
Finance Caroline HILLAIRET Fin.
Finance Alain MONFORT Fin.
Finance Peter TANKOV Fin.
Finance Jean-Michel ZAKOIAN Fin.
Area Name Group
Finance Nicolas BARADEL Fin.
Finance Clara CHAMPAGNE Fin.
Finance Alexis DERUMIGNY Fin.
Finance Sébastien FRIES Fin.
Finance Anna PETRONEVICH Fin.
Area Name Group
Finance Erwan KOCH Fin.
Area Name Group
Finance Arthur CHARPENTIER Fin.
Finance Jean-François CHASSAGNEUX Fin.
Finance Serge DAROLLES Fin.
Finance Romuald ELIE Fin.
Finance Sylvestre FREZAL Fin.
Finance Céline GRISLAIN-LETREMY Fin.
Finance Jean-Cyprien HEAM Fin.
Finance Gaëlle LE FOL Fin.
Finance Gulten MERO Fin.
Finance Huyên PHAM Fin.
Finance Christian ROBERT Fin.
Finance Bertrand VILLENEUVE Fin.
Area Name Group