Pierre Collin Dufresne
EPFL CDM SFI SFI-PCD
EXTRA 209 (Extranef UNIL)
Quartier UNIL-Dorigny
1015 Lausanne
Web site: Web site: https://www.epfl.ch/labs/sfi-pcd/
+41 21 693 01 36
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Teaching & PhD
Teaching
Financial engineering
PhD Programs
PhD Students
Baldi Lanfranchi Federico, Nik Nejad Darius, Pagliuca Luca,Past EPFL PhD Students
Bogousslavsky Vincent Jean , Carré Sylvain Jean Pascal , Cornet Benoit Vincent Sylvain , Gopalakrishna Goutham , Krek Oliver Wilhelm , Marchal Alexis Arilès , Trevisan Christopher , Vogel Sebastian , van der Beck Philippe ,Courses
Information and Asset Pricing
We study the role of information in equilibrium asset pricing models. We cover simple one-period models of incomplete and asymmetric information using competitive rational expectation equilibria and Bayesian-Nash equilibria. We extend to dynamic models.
Foundations in financial economics
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.