Pierre Collin Dufresne

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

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

EPFL CDM IF-GE
EXTRA 209 (Extranef UNIL)
Quartier UNIL-Dorigny
CH-1015 Lausanne

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Administrative data

Teaching & PhD

Teaching

Financial engineering

PhD Programs

Doctoral Program in Finance

Courses

Investments

The course covers a wide range of topics in investment analysis

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 dynamic models with heterogeneous beliefs.

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.