Elena Perazzi

elena.perazzi@epfl.ch +41 21 693 55 67

EPFL CDM SFI
EXTRA 246 (Extranef UNIL)
Quartier UNIL-Dorigny
1015 Lausanne

+41 21 693 55 67
Office:  EXTRA 246
EPFL > CDM > SFI > SFI-GE

+41 21 693 55 67
EPFL > CDM > CDM-IF > IF-ENS

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Administrative data

Teaching & PhD

Teaching

Financial engineering

Courses

Probability and stochastic calculus

(Coursebook not yet approved by the section)

Advanced derivatives

The course covers a wide range of advanced topics in derivatives pricing

Game theory and strategic decisions

Game theory studies the strategic interactions between rational agents. It has a myriad of applications in politics, business, sports. A special branch of Game Theory, Auction Theory, has recently guided the development of Ebay, Google advertising auctions, and of the Wireless spectrum auctions.