Pierre Collin-Dufresne is a Full Professor of Finance at the Swiss Finance Institute @ EPFL. His is also the Director of the Doctoral Program in Finance.
From 2008 to 2013, Pierre was Professor at Columbia University where he held the Carson Family Professor Chair in Business. Prior to joining Columbia University, he worked three years as a senior portfolio manager responsible for fixed income and credit strategies in the Quantitative Strategies Group of Goldman Sachs Asset Management. Pierre joined GSAM in July 2005 from the Haas School of Business of U.C. Berkeley where he had been an Associate Professor of Finance since 2004. After obtaining his Ph.D. in 1998 from the HEC School of Management, Paris, France, he started as an Assistant Professor of Finance at the Graduate School of Industrial Administration of Carnegie Mellon University, where he became a tenured Associate Professor in 2003.
Pierre’s teaching and research interests include Asset and Contingent Claim Pricing, Fixed Income Securities, Default Risk, Emerging Markets, International Finance, and Real Estate Economics. His research has been published in refereed journals such as Econometrica, Journal of Finance, and Journal of Derivatives. He is a Research Associate of the National Bureau of Economic Research (NBER) and a consultant to the Federal Reserve Bank of New-York. He has served on the Advisory Research Board of Moody's and of INQUIRE Europe. He is a co-editor of Finance and Stochastics and has been an associate editor for The Journal of Finance, The Journal of Quantitative Financial Analysis, Management Science, Mathematics and Financial Economics, The International Journal of Financial Banking, and The Review of Financial Studies.