Pierre Collin-Dufresne

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

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

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Publications Infoscience

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Enseignement & Phd

Enseignement

Financial engineering

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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

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