|
|
|
|||||||||||||||||||||||||||||||||||||||||||||||||||||
|
|||||||||||||||||||||||||||||||||||||||||||||||||||||||
|
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 website: www.andrasfulop.com
Academic Publications
Chapters
Maximum Likelihood. In: Encyclopedia of Actuarial Science (with J. 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" (J. Duan, A. Fulop). Essec Research Center, DR‑06015 oct. 06.
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
|
|
||||||||||||||||||||||||||||||||||||||||||||||||||||||
 |  |  |
 |  |  |  |  |  |  |  |  |
 | | | | | | |
Home > Faculty > Professors' profiles > Andras Fulop
 Information request
|
 Map to ESSEC
|
------ | Site map | Version Française | Contact | Official mentions | © ESSEC-MediaLab 2004-2006 |