Erwan Koch

Teaching & PhD




Probability and statistics

The course introduces the basic notions of probability and statistical inference, with an emphasis on the main concepts and the most commonly used methods.

Statistical theory

The course aims at developing certain key aspects of the theory of statistics, providing a common general framework for statistical methodology. While the main emphasis will be on the mathematical aspects of statistics, an effort will be made to balance rigor and intuition.

Multivariate statistics

Multivariate statistics refers to data in vector form. The main objective is to uncover the associations between the components of the vectors. The course introduces the major types of statistical methodology for this purpose as well as some applications to quantitative risk management.