Julien Hugonnier

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Full Professor

julien.hugonnier@epfl.ch +41 21 693 01 14 https://www.epfl.ch/schools/cdm/college-of-management-of-technology/swiss-finance-institute/faculty-members/

Citizenship: French

Birth date: 17.10.1974

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

+41 21 693 01 14
+41 21 693 24 66
Office:  EXTRA 212
EPFL > CDM > SFI > SFI-JH

Web site:  Web site:  https://www.epfl.ch/labs/sfi-jh/

+41 21 693 01 14
EPFL > CDM > CDM-IF > IF-ENS

+41 21 693 01 14
EPFL > CDM > CDM-DIR > CDM-CEA

+41 21 693 01 14
EPFL > VPA-AVP-DLE > AVP-DLE-EDOC > EDFI-GE

Web site:  Web site:  https://go.epfl.ch/edfi

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Administrative data

Fields of expertise

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

Publications

Infoscience publications

Teaching & PhD

Teaching

Financial engineering

PhD Students

Nik Nejad Darius, Pagliuca Luca,

Past EPFL PhD Students

Cornet Benoit Vincent Sylvain , Cujean Julien , Curatola Giuliano Antonio , Gauderon Nicolas , Geelen Thomas Antonius , Hasler Michael , Marchal Alexis Arilès , Prieto Katunaric Rodolfo Javier ,

Courses

Derivatives

This course provides a detailed presentation 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.

Dynamic Asset Pricing

This course provides an advanced introduction to the methods and results of continuous time asset pricing

Foundations in financial economics

The aim of this course is to expose EPFL bachelor students to some of the main areas in financial economics. The course will be organized around six themes. Students will obtain both practical insights through real-world examples and understand how one can model the main economic trade-offs.