The Faculty at ESSEC Business School - Professors' profiles

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ESSEC faculty

Because educational excellence depends on the quality of the faculty, ESSEC strives to recruit the most highly qualified professors. The three assets that best characterize ESSEC faculty are academic excellence, a global frame of mind and instructional creativity. On this page, you will find the CVs of

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Andras Fulop

Assistant Professor, Finance Department

Curriculum Vitae (pdf)

General Information	Research Areas	Publications	Other Activities

Education

Ph.D. in Finance, University of Toronto/Rotman School of Management

M.A. in Economics, University of Toronto, Canada

M.Sc. in Economics, Budapest University of Economic Sciences, Hungary

Biography

Personal Home Page: www.andrasfulop.com

Research Areas

Areas

Credit Risk, Derivatives, Financial Econometrics

Academic Publications

Articles

"A stable estimator of the information matrix under EM for dependent data" (A. Fulop, JC. Duan), Statistics and Computing, Sep 2009, Vol. , Issue , p. ‑

"Estimating the structural credit risk model when equity prices are contaminated by trading noises" (A. Fulop, JC. Duan), Journal of Econometrics, Jun 2009, Vol. 150, Issue 2, p. 288‑296

Chapters

Maximum Likelihood. In: Encyclopedia of Actuarial Science (with JC. Duan). Chichester (UK) : Wiley & Sons, 2004, p. 1107-1115

Working papers

"Feedback Effects of Rating Downgrades" (A. Fulop). Essec Research Center, DR‑06016 Oct 06.

"Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises" (JC. Duan, A. Fulop). Essec Research Center, DR‑06015 Oct 06.

Other Publications

Articles published in conference proceedings

"How liquid is the CDS market?", With L. Lescourret. In : 4th Annual Central Bank Workshop on the Microstructure of Financial Markets, Central Bank Microstructure Conference. : Bank for International Settlements and Hong Kong Institute for Monetary Research, 2008

Awards and Distinctions

2000-2004 Harvey Rourke Fellowship

1999-2004 University of Toronto Fellowship

1999 Soros Foundation Fellowship

Scientific Activities

Conference Presentations

International Conferences:

Econometric Society European Meeting 2007

FERM 2007 Beijing

AFFI Paris 2006 December

FDIC 16th Derivatives Securities and Risk Management Conference 2006 April

Invited Seminars, Workshops:

2007 CREST,Paris 12,Academia Sinica
Taipei,INSEAD

2006 Budapest Economic Seminar Series at MNB, Bocconi,ESSEC,BIS,HEC Montreal

Affiliations and Academic Responsibilities

Member of CREST, Finance and Insurance Laboratory

Consulting & Other Activities

Consulting Project for Eurotitrisation 2006-2007

Professional Experience

2005 summer, Hungarian National Bank, Research Division, Visiting Researcher


	Useful Links

	Finance


	Contact

E-mail ESSEC Business School Av. Bernard Hirsch B.P. 50105 95021 Cergy Pontoise Cedex France

Faculty

ESSEC faculty

Andras Fulop Assistant Professor, Finance Department

Andras Fulop

Assistant Professor, Finance Department