Eric JondeauTeaching & PhD Courses Financial Econometrics FIN-702 Comprehensive course about the econometric tools that are essential to estimate financial models, both for asset pricing and for forecasting purposes. Sustainable & entrepreneurial finance FIN-429 This course deals with the role of finance in the transition to a sustainable, low-carbon economy. Students learn how to apply asset allocation techniques to build sustainable portfolios, understand the entrepreneurial ecosystem,
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.
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.
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.
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.
Bertrand Hervé Laurent LacourTeaching & PhD Courses Introduction to mechanical design ME-105 The ME-105 course aims at acquiring the standardized language of the technical communication in the field of mechanical engineering and a basis in technical culture, through a review of the concepts, components, and methodologies, and the achievement by the students of a group-based project. Machining training course in Microtechnics MICRO-220 The Micro-220 machining practicum is a fundamental step in the enginee
François MaréchalPh D. in engineering Chemical process engineer
Researcher and lecturer in the field of computer aided process and energy systems engineering.
Lecturer in the mechanical engineering, electrical engineering and environmental sciences engineering in EPFL.
I'm responsible for the Minor in Energy of EPFL and I'm involved in 3 projects of the Competence Center in Energy and Mobility (2nd generation biofuel, Wood SOFC, and gas turbine development with CO2 mitigation) in which i'm contributing to the energy conversion system design and optimisation.
Short summary of my scientific carrer
After a graduation in chemical engineering from the University of Liège, I have obtained a Ph. D. from the University of Liège in the LASSC laboratory of Prof. Kalitventzeff (former president of the European working party on computer aided process engineering). This laboratory was one of the pioneering laboratory in the field of Computer Aided Process Engineering.
In the group of Professor Kalitventzeff, I have worked on the development and the applications of data reconciliation, process modelling and optimisation techniques in the chemical process industry, my experience ranges from nuclear power stations to chemical plants. In the LASSC, I have been responsible from the developments in the field of rational use of energy in the industry. My first research topic has been the methodological development of process integration techniques, combining the use of pinch based methods and of mathematical programming: e.g. for the design of multiperiod heat exchanger networks or Mixed integer non linear programming techniques for the optimal management of utility systems. Fronted with applications in the industry, my work then mainly concentrated on the optimal integration of utility systems considering not only the energy requirements but the cost of the energy requirements and the energy conversion systems. I developed methods for analysing and integrating the utility system, the steam networks, combustion (including waste fuel), gas turbines or other advanced energy conversion systems (cogeneration, refrigeration and heat). The techniques applied uses operation research tools like mixed integer linear programming and exergy analysis. In order to evaluate the results of the utility integration, a new graphical method for representing the integration of the utility systems has been developed. By the use of MILP techniques, the method developed for the utility integration has been extended to handled site scale problems, to incorporate environmental constraints and reduce the water usage. This method (the Effect Modelling and Optimisation method) has been successfully applied to the chemical plants industry, the pulp and paper industry and the power plant. Instead of focusing on academic problems, I mainly developed my research based on industrial applications that lead to valuable and applicable patented results. Recently the methods developed have been extended to realise the thermoeconomic optimisation of integrated systems like fuel cells. My present R&D work concerns the application of multi-objective optimisation strategies in the design of processes and integrated energy conversion systems.
Since 2001, Im working in the Industrial Energy Systems Laboratory (LENI) of Ecole Polytechnique fédérale de Lausanne (EPFL) where Im leading the R&D activities in the field of Computer Aided Analysis and Design of Industrial Energy Systems with a major focus on sustainable energy conversion system development using thermo-economic optimisation methodologies. A part from the application and the development of process integration techniques, that remains my major field of expertise, the applications concern :
Rational use of water and energy in Industrial processes and industrial production sites : projects with NESTLE, EDF, VEOLIA and Borregaard (pulp and paper).Energy conversion and process design : biofuels from waste biomass (with GASNAT, EGO and PSI), water dessalination and waste water treatment plant (VEOLIA), power plant design (ALSTOM), Energy conversion from geothermal sources (BFE). Integrated energy systems in urban areas : together with SCANE and SIG (GE) and IEA annexe 42 for micro-cogeneration systems.
I as well contributed to the definition of the 2000 Watt society and to studies concerning the emergence of green technologies on the market in the frame of the Alliance for Global Sustainability.
Edgard Gnansounou
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1983 Ing. Civil EPFL
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1991 Dr ès Sciences techniques, EPFL
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Directeur du Laboratoire de systèmes énergétiques (LASEN) de 2003 à 2008
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Dès 2008, Responsable du groupe de Recherche en Bioénergie et Planification énergétique
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Co-fondateur du bureau d'étude ENERS Energy Concept
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Président de la Fondation SUD (Solidarités Universitaires pour le Développement)
Je suis membre de différentes associations professionnelles parmi lesquelles figuent le Conseil Mondial de l'énergie (CME) et l'Association internationale pour l'économie de l'énergie (AIEE). Comme membre du groupe d'étude du CME sur les vulnérabilités, j'ai développé les métriques utilisées pour évaluer la vulnérabilité énergétique des pays industrialisés.
Depuis janvier 2008 : membre du Comité d'édition du journal international Bioresource Technology.
Depuis 2009: membre du Comité de la "European Biofuels Technology Platform"