Amit GoyalTeaching & PhD Courses Empirical Asset Pricing FIN-607 This class is designed to give you an understanding of the basics of empirical asset pricing. This means that we will learn how to test asset pricing models and apply them mostly to stock markets. We will see which theories fare well and which ones do not.
Lorenzo BretscherTeaching & PhD Courses Asset pricing FIN-701 Its main objective is to rigorously develop the foundations of modern financial economics and asset pricing theory. While the focus of the course is theoretical, we will consider empirical evidence alongside. The course is designed for first-year PhD students in finance.
Mohamed FarhatM. Farhat was born in Casablanca in 1962 (Moroccan citizen). He graduated at Ecole Nationale Supérieure d'Hydraulique et de Mécanique de Grenoble (France. He joined The LMH laboratory in 1986 as research assistant. He completed in 1994 a Ph.D. thesis on Cavitation. He joined the R&D department of Hydro-Quebec in Montréal (Canada) in 1995 where he was in charge of several research projects in the areas of production and transportation of hydropower and mainly the monitoring of large hydro turbines. Since 2001, he is senior scientist at the LMH laboratory, head of the cavitation group. He is also lecturer in Master and Doctoral programs. He is member of the Doctoral Committee in Mechanics.
Duccio TestaProfessionals experiences Supply teacher of mathematics, physics and computing 1994–1995 various high schools in Torino (Italy)
Teaching & PhD Past EPFL PhD Students as codirector Theodoros Panis, Lorenzo Stipani Courses Sustainable energy innovation HUM-292 This course provides an introduction to the technical, social, and economic fundamentals of energy. The course examines the concrete case of nuclear fusion. How could this energy reshape our world? How can we ensure its acceptability, st
Damir FilipovicDamir Filipovic holds the Swissquote Chair in Quantitative Finance and is Swiss Finance Institute Professor at the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland. Prior to this, he was head of the Vienna Institute of Finance and professor at the University of Vienna. He previously held the chair of financial and insurance mathematics at the University of Munich, and he was on the faculty of Princeton University. He received his Ph.D. in mathematics from ETH Zurich in 2000. Damir Filipovic worked as a scientific consultant for the Swiss Federal Office of Private Insurance from 2003 to 2004. There he co-developed the Swiss Solvency Test, which defines the regulatory capital requirement for all Swiss based insurance companies and groups. He is on the editorial board of several academic journals. His research interests include the term structure of interest rates, credit and volatility risk, quantitative methods in risk management, and stochastic processes. His papers have been published in a variety of academic journals including the Journal of Financial Economics, Mathematical Finance, Finance and Stochastics, and the Annals of Applied Probability. He is the author of a textbook titled Term-Structure Models.
Philippe ThalmannPhilippe Thalmann was born in Lausanne in 1963. He graduated in Economics from the University of Lausanne in 1984, where he earned a postgraduate diploma in Economics in 1986. Mr. Thalmann entered the doctoral program in Economics of Harvard University (Cambridge, U.S.A.) in 1986, which he completed with a Ph.D. in 1990. His dissertation is entitled: "Essays in the Economics of Government Revenues and Spending". Returning to Switzerland, he was hired as an assistant professor first at the University of Geneva (teachings in Public Economics), then at the University of Lausanne (teachings in Econometrics and Introductory Economics). Since 1994, Mr. Thalmann is associate professor of Economics as the Swiss Federal Institute of Technology at Lausanne.
Luisa LambertiniLuisa Lambertini is Full Professor at the Ecole Polytechnique Federale de Lausanne (EPFL), where she holds the Chair of International Finance. She received her Ph.D. in Economics from the University of California at Berkeley in 1995, her Master of Science in Economics from Warwick University in 1989 and a Laurea cum Laude from the Universita' degli Studi di Bologna in 1987. Prior to coming to EPFL, Professor Lambertini was Associate Professor at Claremont McKenna College 2005-06, Associate Professor at Boston College 2003-06 and Assistant Professor at the University of California at Los Angeles 1995-03. Professor Lambertini's research is in international finance, open-economy macroeconomics and political economy. She studies how monetary and fiscal policies affect the economy, how they interact and how they can be used to achieve good economic outcomes and improve social welfare. Professor Lambertini's research focuses on how monetary and fiscal institutions should be designed to successfully mitigate the impact of unexpected shocks while pursuing long-run goals consistent with price stability and fiscal sustainability. These issues are even more important for small open economies in an interdependent world and for countries that adopt a common currency. Professor Lambertini has published articles in the American Economic Review, the Review of Economic Studies, the European Economic Review, the Journal of International Economics and the Economic Journal, among others. She was a Consultant in the Fiscal Policies Division of the European Central Bank and she has organized several international conferences. More details on my CV
Emmanuel Pierre Jean RavaletExpertise
Urban StudiesTransportation EconomyUrban sociology Daily mobilitiesUrban segregationLatin America / West Africa cities
Teaching & PhD Past EPFL PhD Students as codirector Lorris Tabbone, Derek Pierre Christie
Hubert GiraultEducation: 1979 - Engineering diploma from Grenoble Institute of Technology. FRANCE. 1982 - PhD- Department of Chemistry, University of Southampton. Thesis entitled : Interfacial studies using drop image processing techniques. Positions : 1982 - 1984 SERC Research Fellow. University of Southampton. 1984 - 1985 CNRS Research Fellow. University of Southampton. 1985 - 1992 Lecturer in Physical Chemistry, University of Edinburgh. 1992 - Professor of Physical Chemistry, Ecole Polytechnique Fédérale de Lausanne. 2011 - 2014 Dean of Bachelor and Master studies Hubert Girault is the author of 2 textbooks, the co-author of about 600 scientific publications with more than 20'000 citations and the co-inventor of more than 15 patents. During his academic career, he has supervised 70 PhD students. 30 alumni of his laboratory are now Professors. Honours: Faraday medal 2006, Royal Society of Chemistry, Fellow of the International Society of Electrochemistry 2007, Reilley Award 2015. Fellow of the Electrochemical Society (USA), Shikata International medal, Polarography Society of Japan. Associate editor of Chemical Science
Anja FröhlichTeaching & PhD Past EPFL PhD Students Tiago André Pratas Borges
Martin FröhlichExpertise
Trained Architect and Co-Founder of AFF Architekten Berlin / Lausanne
Teaching & PhD Courses Saxa Loquuntur: Culture of construction PENS-240 The course explores how material extraction, territorial change, trade, local traditions, and industrial production interconnect. By examining scales from territory to building detail, students learn how various professions interact to shape the built environment. Studio BA6 (Fröhlich M. & A.) AR-302(ag) Greenhouse Studies exp
