Julien Hugonnier

Expertise Asset pricing theory, incomplete markets and financial frictions, general equilibrium theory, decision making under uncertainty Teaching & PhD PhD Students Luca Pagliuca, Darius Nik Nejad Past EPFL PhD Students Rodolfo Javier Prieto Katunaric, Michael Hasler, Giuliano Antonio Curatola, Julien Cujean, Thomas Antonius Geelen, Nicolas Gauderon, Benoit Vincent Sylvain Cornet Past EPFL PhD Students as codirector Rémy Praz, Cagil Kocyigit, Alexis Marchal Courses Derivatives FIN-404 This course provides a detailed presentation of the standard models for the valuation and hedging of derivatives products such as European options, American options, forward contracts, futures contract and exotic options. Dynamic Asset Pricing FIN-615 This course provides an advanced introduction to the methods and results of continuous time asset pricing Foundations in financial economics MGT-301 The aim of this course is to expose EPFL bachelor students to some of the main areas in financial economics. The course will be organized around six themes. Students will obtain both practical insights through real-world examples and understand how one can model the main economic trade-offs. Awards 2011); Bourse de recherche de la Fondation Banque de France (2014); CEPR Research fellow 0 EFA 2024 Best Conference Paper Prize European Finance Association 2024 Meritorious Service Award, Operations Research Editorial Board 2010