Profile picture
Administrative data

Julien Hugonnier

julien.hugonnier@epfl.ch https://www.epfl.ch/schools/cdm/college-of-management-of-technology/swiss-finance-institute/faculty-members/

Nationality: French

EPFL CDM SFI SFI-JH
EXTRA 212 (Extranef UNIL)
Quartier UNIL-Dorigny
1015 Lausanne

Expertise

Asset pricing theory, incomplete markets and financial frictions, general equilibrium theory, decision making under uncertainty

Awards

2011); Bourse de recherche de la Fondation Banque de France (2014); CEPR Research fellow

0

EFA 2024 Best Conference Paper Prize

European Finance Association

2024

Meritorious Service Award, Operations Research Editorial Board

2010

Infoscience

Teaching & PhD

PhD Students

Luca Pagliuca, Darius Nik Nejad

Past EPFL PhD Students

Rodolfo Javier Prieto Katunaric, Michael Hasler, Giuliano Antonio Curatola, Julien Cujean, Thomas Antonius Geelen, Nicolas Gauderon, Benoit Vincent Sylvain Cornet

Past EPFL PhD Students as codirector

Rémy Praz, Cagil Kocyigit, Alexis Marchal

Courses

Derivatives

FIN-404

This course provides a detailed presentation of the standard models for the valuation and hedging of derivatives products such as European options, American options, forward contracts, futures contract and exotic options.

Dynamic Asset Pricing

FIN-615

This course provides an advanced introduction to the methods and results of continuous time asset pricing

Foundations in financial economics

MGT-301

The aim of this course is to expose EPFL bachelor students to some of the main areas in financial economics. The course will be organized around six themes. Students will obtain both practical insights through real-world examples and understand how one can model the main economic trade-offs.