Darius Nik Nejad
+41 21 693 88 34
EPFL › CDM › SFI › SFI-JH
Website: https://www.epfl.ch/labs/sfi-jh/
+41 21 693 88 34
EPFL › CDM › SFI › EDOC-SFI
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
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)