Pierre Collin Dufresne

EPFL CDM SFI SFI-PCD
EXTRA 209 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne

Web site: Site web: https://www.epfl.ch/labs/sfi-pcd/

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Données administratives

Enseignement & Phd

Enseignement

Financial engineering

Programmes doctoraux

Doctoral Program in Finance

Cours

Investments

Le cours couvre un large éventail de sujets dans le domaine de l'analyse des investissements

Information and Asset Pricing

We study the role of information in equilibrium asset pricing models. We cover simple one-period models of incomplete and asymmetric information using competitive rational expectation equilibria and Bayesian-Nash equilibria. We extend the analysis to dyna...