Julien Hugonnier

EPFL CDM CDM-IF IF-ENS
EXTRA 212 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne

EPFL CDM SFI SFI-JH
EXTRA 212 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne

EPFL CDM CDM-IF IF-GE
EXTRA 212 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne

EPFL E E-EBM CDS

Administrative data

Fields of expertise

Asset pricing theory, incomplete markets and financial frictions, general equilibrium theory, decision making under uncertainty

Publications

Teaching & PhD

Teaching

  • Financial engineering,

PhD Programs

  • Doctoral Program in Finance

PhD Students

Courses

Derivatives

The objective of this course is to provide a detailed coverage of the standard models for the valuation and hedging of derivatives products such as European options, American options, forward contracts, futures contract and exotic options. goto

Financial Engineering Section, 2018-2019, Master semester 2, language : english
Financial Engineering Section, 2018-2019, Master semester 4, language : english