Details
Title
SFI-PCD
Formal Name (French)
Chaire du Prof. ordinaire Collin-Dufresne
Formal Name (English)
Full Prof. Collin-Dufresne Chair
Group ID
U12484
Affiliated authors
Collin Dufresne, Pierre
Dupart, Lorraine
Junge, Jan Benjamin
Kauz-Cadena, Sophie
Trolle, Anders
Dupart, Lorraine
Junge, Jan Benjamin
Kauz-Cadena, Sophie
Trolle, Anders
Institute
SFI
Faculty
CDM
Note
Members of SFI-PCD-unit and CF-CDM
Linked resource
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
See complete list of 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
See complete list of publications (51)
Record appears in
Authorities > Lab