Notice détaillée
Titre
SFI-PCD
Formal Name (French)
Chaire du Prof. ordinaire Collin-Dufresne
Formal Name (English)
Full Prof. Collin-Dufresne Chair
Group ID
U12484
Auteurs affilié
Collin Dufresne, Pierre
Dupart, Lorraine
Junge, Jan Benjamin
Kauz-Cadena, Sophie
Trolle, Anders
Dupart, Lorraine
Junge, Jan Benjamin
Kauz-Cadena, Sophie
Trolle, Anders
Institut
SFI
Faculté
CDM
Note
Members of SFI-PCD-unit and CF-CDM
Lien extérieur
http://sfi.epfl.ch/collindufresne
Publications
Activism, Strategic Trading, and Liquidity
Applying the HJM-approach when volatility is stochastic
Do Prices Reveal the Presence of Informed Trading ?
Equilibrium commodity prices with irreversible investment and non-linear technologies
Essays in Financial Economics
Martingale Pricing
Modeling Credit Contagion via the Updating of Fragile Beliefs
On Bounding Credit Event Risk Premia
On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations
Parameter Learning in General Equilibrium: The Asset Pricing Implications
Voir toutes les publications (51)
Applying the HJM-approach when volatility is stochastic
Do Prices Reveal the Presence of Informed Trading ?
Equilibrium commodity prices with irreversible investment and non-linear technologies
Essays in Financial Economics
Martingale Pricing
Modeling Credit Contagion via the Updating of Fragile Beliefs
On Bounding Credit Event Risk Premia
On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations
Parameter Learning in General Equilibrium: The Asset Pricing Implications
Voir toutes les publications (51)
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