Technical skill sheet

Analysis of the mechanisms of quantitative finance, strategies, aid to decision-making methods

  • Centre of research : MINES ParisTech, centre d'conomie industrielle - CERNA
  • Prestation : Advice, assessment, training

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Areas of research:
- Analysis of electricity markets, effects of the liberalisation of prices
- Real options
- Raw materials
- Copulats and credit risks
- Stochastic volatility
- Statistical methods of arbitration


Energy and carbon markets
Credit derivatives
Mining investments


Industrial economics at Cerna is characterised a year inductive, problem-driven approach. Research is initiated by case studies based on surveys in companies and administrations. Such studies provide the basis for theoretical discussions and vice-versa.