Members


 Director of CREAR:

Prof. Marie KRATZ    

N311

+33 1 34 43 36 43

kratz@essec.edu

  Correspondant CREAR - Singapore:                                         

Prof. Daphne LUI

N415

+65 68 35 75 13

lui@essec.edu

   Assistant:

Frédérique JEAN-LOUIS

N323

+33 1 34 43 32 49

jeanlouis@essec.edu


 

Researchers

Prof. Michel BARONI 
Real estate risk analysis and pricing, Finance Department 
F316 Cergy
+33 1 34 43 30 92
baroni@essec.edu


  

Marcel BRÄUTIGAM
PhD student (supervision: Marie Kratz)  
Quantitative evaluation of risks
ESSEC CREAR & UPMC & LabEx MME-DII
brautigam@essec.edu
Photo of Guillaume Chevillon
 
Prof. Guillaume CHEVILLON  
Econometrics
N318 Cergy
+33 1 34 43 36 44
chevillon@essec.edu  
           
Photo de Anastasios Dosis  Prof. Anastasios DOSIS 
  Economics Department
  N015 Cergy
  +33 1 34 43 30 89
  dosis@essec.edu



Photo of Vincenzo Esposito Vinzi

Prof. Vincenzo ESPOSITO-VINZI
Big data, Multivariate Stat., Predictive modelling
N306 Cergy
+33 1 34 43 36 56
vinzi@essec.edu
Photo of Andrei Filip
 
Prof. Andrei FILIP
 Accounting & Management Control
 N420 Cergy
 +33 1 34 43 33 61

Prof. Jean-Pierre INDJEHAGOPIAN
 Econometrics, Math. Statistics
 N321 Cergy
+33 1 34 43 30 75















































Prof. Olga KLOPP





















Data Analytics, high dimensional statistics 



























N302










































+33 1 34 43 30 75




































Photo of Marie Kratz

Prof. Marie KRATZ
 Applied Probability, EVT, Math. Stat., QRM
 N320 Cergy
 +33 1 34 43 36 43
Photo of Karine Lamiraud

Prof. Karine LAMIRAUD
 Economics
 N014 Cergy
 +33 1 34 43 36 65

 
Photo of Junye LI
          
Prof. Junye LI                                                                                                                 
Financial Econometrics
Singapore
+65 64 23 94 62

Prof. Daphne LUI
Accounting & Management Control 
Singapore 
+33 (0)1 34 43 32 44 
Photo of François Longin

Prof. François LONGIN
 Finance, EVT
 A411 Cergy
 +33 1 34 43 30 40
 

Prof. Nona PEPITO 
Microeconomic theory and applications 
3-i08 / Singapore
 + 65 68 35 74 73
 Photo of Peng Xu
 
Prof. Peng XU
 Finance 
Singapore 
+65 68 35 74 71



 Guests 

 2013-2014 Dr. Rachid ID BRIK 
 Post-Doc in Finance at CREAR
 Nov. 17-25, 2013 Prof. Franck ADEKAMBI
Univ. of Witwatersrand, Johannesburg, South Africa
Actuarial Mathematics

 2011-2013 Dr. Susanne EMMER
 Finance, EVT, QRM
 ESSEC Visiting Professor


 Affiliated Members and associated Laboratories

Prof. Anurag BANERJEE 
 Financial Econometrics
 Durham Business School, UK

Das, Shubhabrata


Prof. Shubhabrata DAS
Statistics

IIMB Bangalore, India


Prof. Patrick LECOMTE, 
Real Estate, 
Henley Business School Malaysia, Univ. of Reading






                                                                                                                                           

 


 


IFAM

Institute for Financial and Actuarial Mathematics

                                                          University of Liverpool, UK 

Laboratoire de Statistique Théorique et Appliquée – ISUP

UPMC Paris 6, France

RCFF

Research Center for Finance

Ritsumeikan University, Japan

ETH Zürich, Switzerland