Elena Perazzi

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

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Teaching & PhD

Teaching

Financial engineering

Courses

Probability and stochastic calculus

This course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applications in finance, for example for option pricing, risk management and optimal portfolio choice.

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.