Pierre Collin-Dufresne

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pierre.collin-dufresne@epfl.ch +41 21 693 01 36

EPFL CDM SFI SFI-PCD
EXTRA 209 (Extranef UNIL)
Quartier UNIL-Dorigny
1015 Lausanne

+41 21 693 01 36
Office:  EXTRA 209
EPFL > CDM > SFI > SFI-PCD

Web site:  Web site:  https://www.epfl.ch/labs/sfi-pcd/

+41 21 693 01 36
EPFL > CDM > CDM-IF > IF-ENS

+41 21 693 01 36
EPFL > VPA-AVP-DLE > AVP-DLE-EDOC > EDFI-ENS

+41 21 693 01 36
EPFL > CDM > CDM-DIR > CDM-CEA

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Administrative data

Teaching & PhD

Teaching

Financial engineering

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

Investments

(Coursebook not yet approved by the section)

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

(Coursebook not yet approved by the section)