Darius Nik Nejad

EPFLETUEDOCEDFI

My research is in finance theory, with a focus on asset pricing, corporate finance, and market microstructure. I study how investor heterogeneity, market frictions, and the interaction of demand and supply affect asset prices, trading, and corporate financial decisions. My work combines continuous-time methods, dynamic equilibrium models, and tools from game theory.

Curriculum vitae

Research

Current Research Fields

Finance Theory · Asset Pricing · Market Microstructure · Corporate Finance

Working Papers

Work in Progress

  • Debt Clienteles and Capital Structure.
  • First-Price Auctions with Non-Monotone Payoffs: An Explicit Solution, (with Julien Hugonnier).

Teaching & PhD

Teaching Assistant

  • Derivatives (2024, 2025, 2026)
  • Data Driven Business Analytics (2023)
  • Advanced Derivatives (2022)