Prof. Jean-David Fermanian

Technical University of Munich
Chair of Mathematical Finance (Prof. Zagst)

Address
Parkring 11-13
85748 Garching b. München

Contact

jean-david.fermanian@ensae.fr

Tel. +49 (89) 289 - 17410

Raumnr. 2.01.09

 

Short CV

Jean-David Fermanian is a Professor of Finance and Statistics at ENSAE (University Paris-Saclay). He holds a PhD in Statistics from the University Paris VI. He was gratuated from the Ecole Normal Supérieure (Paris) and ENSAE. 

 

From 1999 – 2002 Jean-David was Associate Professor in Statistics at ENSAE.

From 2002 – 2005 He was Head of Risk Analytics at Ixis CIB.

From 2005 – 2009 Jean-David was Senior Quantitative Analyst at BNP-Paribas CIB (Paris/London).

Since 2009, he worked full-time as an academic at ENSAE, where he is particularly in charge of the finance and risk management teachings.

 

Jean-David has widely published on a broad range of topics, including: credit risk, dependence modeling, survival analysis, market microstructure, risk management and multivariate dynamic models.  He is considered as an expert of the statistical analysis of copula models.

John von Neumann Visiting Professorship

Prof. Jean-David Fermanian will be awarded the TUM John von Neumann Visiting Professorship in the summer term 2019 with the lecture John-von-Neumann Lecture: Copulas: Inference and applications.

  

Lectures

  • John-von-Neumann Lecture: Copulas: Inference and applications (SS 2019)