Jean-David Fermanian | DeepAI
Cette semaine, Jean-David FERMANIAN, professeur de finance à l'ENSAE Paris et chercheur au CREST, vous présente l'ingénieur data scientist financier : un... | By ENSAE Paris | Facebook
Cette semaine, Jean-David FERMANIAN, professeur de finance à l'ENSAE Paris et chercheur au CREST, vous présente l'ingénieur data scientist financier : un... | By ENSAE Paris | Facebook
Jean-David Fermanian
COPULAS OF A VECTOR-VALUED STATIONARY WEAKLY DEPENDENT PROCESS
Cette semaine, Jean-David FERMANIAN, professeur de finance à l'ENSAE Paris et chercheur au CREST, vous présente l'ingénieur data scientist financier : un... | By ENSAE Paris | Facebook
Some Statistical Pitfalls Financial Applications in Copula Modeling for
Agents' Behavior on Multi-Dealer- to-Client Bond Trading Platforms By Jean-David Fermanian, Oliver Gueant, and Arnaud Rachez Discussant: Zvi Wiener The. - ppt download
Department Colloquium Summer 2019 - Department Colloquium - Department - News & Events - TUM Mathematik
AE&S No 131 – Annals of Economics and Statistics
Jean-David FERMANIAN | Professor (Full) | École Nationale de la Statistique et de l'Administration Économique, Malakoff | ENSAE | Department of Finance | Research profile
About tests of the “simplifying” assumption for conditional copulas
Jean-David FERMANIAN | Professor (Full) | École Nationale de la Statistique et de l'Administration Économique, Malakoff | ENSAE | Department of Finance | Research profile
Jean-David Fermanian Professeur de Finance ENSAE
PDF) An empirical central limit theorem with applications to copulas under weak dependence
Monthly default rates, as provided by our model and empirically... | Download Scientific Diagram
Agents' Behavior on Multi-Dealer- to-Client Bond Trading Platforms By Jean-David Fermanian, Oliver Gueant, and Arnaud Rachez Discussant: Zvi Wiener The. - ppt download
Agents' Behavior on Multi-Dealer- to-Client Bond Trading Platforms By Jean-David Fermanian, Oliver Gueant, and Arnaud Rachez Discussant: Zvi Wiener The. - ppt download
A top-down approach for MBS, ABS and CDO of ABS: a consistent way to manage prepayment, default and interest rate risks.
Estimation of copulas via Maximum Mean Discrepancy
6 Histogram of the losses in the α-stable intensity based model | Download Scientific Diagram
arXiv:1601.07739v1 [stat.ME] 28 Jan 2016
Jean-David FERMANIAN | Professor (Full) | École Nationale de la Statistique et de l'Administration Économique, Malakoff | ENSAE | Department of Finance | Research profile
Paroles de prof: Jean-David Fermanian, professeur de finance, chercheur au CREST - ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat
ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS
Fermanian | Freakonometrics
