Professor Pierre Collin-Dufresne (Ph.D. Ecole des Hautes Etudes Commerciales, 1998): My research focuses on Dynamic Asset Pricing, and, more specifically on (1) the impact of default risk on the valuation and hedging strategy of financial contracts; (2) fixed-income derivatives pricing in the presence of stochastic volatility. I teach a course on Advanced Debt Markets in the MSCF program of CMU, an Introductory Finance course for Undergraduates and a PhD level course in Continuous Time Finance.
