Elena Perazzi

EPFL CDM SFI
EXTRA 214 (Extranef UNIL)
Rte de la Chamberonne
CH-1015 Lausanne

EPFL CDM IF-GE
ODY 3 18 (Odyssea)
Station 5
CH-1015 Lausanne

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Administrative data

Teaching & PhD

Teaching

Financial engineering

Courses

Optimization methods

This course presents the problem of static optimization, with and without (equality and inequality) constraints, both from the theoretical (optimality conditions) and methodological (algorithms) point of view. Economics and financial applications are provided. Dynamic optimization is also introduced

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.