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

EPFL AVP-PGE EDFI-ENS
EXTRA 214 (Extranef UNIL)
Rte de la Chamberonne
CH-1015 Lausanne

EPFL AVP-PGE EDFI-GE
EXTRA 214 (Extranef UNIL)
Rte de la Chamberonne
CH-1015 Lausanne

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

EPFL AVP-PGE CDOCT
CE 1 631 (Centre Est)
Station 1
CH-1015 Lausanne

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Administrative data

Teaching & PhD

Teaching

Financial engineering

PhD Programs

Doctoral Program in Finance

Courses

Investments

(Coursebook not yet approved by the section)

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

(Coursebook not yet approved by the section)