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 Group
Finance Jean-David FERMANIAN +33 (0)1 70 26 67 15 4112 Palaiseau Fin.
Finance Christian FRANCQ +33 (0)1 70 26 67 71 4121 Palaiseau Fin.
Finance Caroline HILLAIRET +33 (0)1 70 26 67 22 4111 Palaiseau Fin.
Finance Peter TANKOV +33 (0)1 70 26 68 73 4122 Palaiseau Fin.
Finance Francesco VIOLANTE +33 (0)1 70 26 67 50 4115 Palaiseau Fin.
Finance Jean-Michel ZAKOIAN +33 (0)1 70 26 68 46 4120 Palaiseau Fin.
Area Name Group
Finance Nicolas BARADEL Fin.
Finance Jalel BENNERRAMI Fin.
Finance Clara CHAMPAGNE Fin.
Finance Ophélie COUPERIER Fin.
Finance Alexis DERUMIGNY Fin.
Finance Ishak HAJJEJ Fin.
Finance Clément LION Fin.
Finance Anna PETRONEVICH Fin.
Finance Benjamin POIGNARD Fin.
Area Name Group
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 Laurence LESCOURRET Fin.
Finance Gulten MERO Fin.
Finance Fulvio PEGORARO Fin.
Finance Huyên PHAM Fin.
Finance Clément REY Fin.
Finance Christian-Yann ROBERT Fin.
Finance Jeroen ROMBOUTS Fin.
Finance Jean-David SIGAUX Fin.
Finance Maryam VAHID DASTGERDI Fin.
Finance Bertrand VILLENEUVE Fin.
Finance Lu YANG Fin.
Area Name Group