Vincent Fardeau
- Assistant Professor:International College of Economics and Finance
- Vincent Fardeau has been at HSE since 2016.
Education and Degrees
- 2012
PhD
London School of Economics and Political Science - 2006
Master in Analysis and Economic Policy
Paris School of Economics - 2005
Master
HEC, Paris
Student Term / Thesis Papers
- Bachelor
S. Saul «Exiting Unconventional Monetary Policy». International College of Economics and Finance, 2018
A. Taranina «Exchange Trading Funds Mispricing». International College of Economics and Finance, 2018
T. Taranenko «Impact of FOMC Meetings on Stock Returns Across the World». International College of Economics and Finance, 2018
D. Polokaynen «New Challenges in Market Architecture». International College of Economics and Finance, 2018
M. Bondarenko «Corporate Capital Structures and Investment Patterns». International College of Economics and Finance, 2018
P. Vasilyev «Blockchain Markets Arbitrage Opportunities». International College of Economics and Finance, 2018
E. Stepanova «Testing the Russian Foreign Exchange Market on Weak-form Efficiency». International College of Economics and Finance, 2017
A. Skorodumova «Financialization of Commodity Markets». International College of Economics and Finance, 2017
N. Pankova «The Impact of the Exchange-Traded Funds on the Index Reconstitution Effect». International College of Economics and Finance, 2017
Courses (2018/2019)
- Financial Economics I: Asset Pricing (Master’s programme; International College of Economics and Finance; programme "Financial Economics"; 1 year, 2 semester)Eng
- Principles of Banking and Finance (Bachelor’s programme; International College of Economics and Finance; programme "Double degree programme in Economics of the NRU HSE and the University of London", "Double degree programme in Economics of the NRU HSE and the University of London"; 3 year, 1-4 module)Eng
- Principles of Banking and Finance (Bachelor’s programme; International College of Economics and Finance; programme "Double degree programme in Economics of the NRU HSE and the University of London", "Double degree programme in Economics of the NRU HSE and the University of London", "Double degree programme in Economics of the NRU HSE and the University of London"; 2 year, 1-4 module)Eng
- Research Seminar in Financial Economics (Master’s programme; International College of Economics and Finance; programme "Financial Economics"; 2 year, 1, 2 semester)Eng
- Risk Management I (Master’s programme; International College of Economics and Finance; programme "Financial Economics"; 2 year, 1 semester)Eng
- Past Courses
Courses (2017/2018)
- Financial Economics I: Asset Pricing (Master’s programme; International College of Economics and Finance; programme "Financial Economics"; 1 year, 2 semester)Eng
- Principles of Banking and Finance (Bachelor’s programme; International College of Economics and Finance; programme "Double degree programme in Economics of the NRU HSE and the University of London", "Double degree programme in Economics of the NRU HSE and the University of London", "Double degree programme in Economics of the NRU HSE and the University of London", "Double degree programme in Economics of the NRU HSE and the University of London"; 3 year, 1-4 module)Eng
- Research Seminar in Financial Economics (Master’s programme; International College of Economics and Finance; programme "Financial Economics"; 1 year, 1, 2 semester)Eng
- Research Seminar in Financial Economics (Master’s programme; International College of Economics and Finance; programme "Financial Economics"; 2 year, 1, 2 semester)Eng
- Risk Management I (Master’s programme; International College of Economics and Finance; programme "Financial Economics"; 2 year, 1 semester)Eng
Courses (2016/2017)
- Principles of Banking and Finance (Bachelor’s programme; International College of Economics and Finance; 3 year, 1-4 module)Eng
- Research Seminar in Financial Economics (Master’s programme; International College of Economics and Finance; 2 year, 1, 2 semester)Eng
- Risk Management I (Master’s programme; International College of Economics and Finance; 2 year, 1 semester)Eng
Presentations and discussions at conferences and universities
I. Presentations
2016: EFA Oslo, Higher School of Economics, Namur, French Finance Association Leuven, Belgian Financial Research Forum
2015: EEA Mannheim1
2014: Barcelona GSE Summer Forum, Belgrade Young Economist Conference, ESSFM Gerzensee (evening session)
2013: American Finance Association (San Diego), University of Naples Federico II, HEC Lausanne, Frankfurt School of Finance and Management, Institute for Advanced Studies Vienna, EIEF
2012: Federal Reserve Board Finance Forum, University of Zurich, Econometric Society European Meetings, European Economic Association.
2011: Bank of England, University of Vienna, Royal Economic Society, ECB, Federal Reserve Board, University of Melbourne, University of New South Wales, XIX Finance Forum.
2010: LSE-INSEAD PhD workshop, LSE PhD seminar, LSE nance brownbag, Spanish Economic Association.
II. Discussions
- Liquidity and Dealer Activity in the UK Gilt Market during the Financial Crisis", by E. Benos and F. Zikes, Second International Conference on Sovereign Bond Markets, ECB, Frankfurt (2015)
- High-Frequency Trading: Taking Advantage of Speed", by M. Saglam and Y. Ait-Sahalia, 10th Annual Central Bank Microstructure Workshop, Rome (2014)
- Limits to Arbitrage in Sovereign Bonds" by L. Pelizzon, M. Subrahmanyam, D. Tomio and J. Uno, 3rd Financial Research Workshop at JGU Mainz (2014)
- Belief-Free Price Formation", by S. Lovo, J. Hoerner and T. Tomala, European Finance Association meetings (2012)
- Are CDS Auctions Biased?", by S. Du and H. Zhu, ECB-Bank of England Workshop Asset Pricing in the Aftermath of the Crisis" (2011)
- Liquidity Shocks, Rollover Risk and Debt Maturity", by A. Segura and J. Suarez, XIX Finance Forum (2011)
Employment history
- National Research University Higher School of Economics 2016-present
Assistant Professor - International College of Economics and Finance
- Frankfurt School of Finance and Management 2013-2016
Assistant Professor - Department of Finance
- Federal Reserve Board 2011-2013
Economist - Risk Analysis - Division of Research and Statistics
ICEF Master’s Programme: Financial Experts Today
On November 13, 2016, the Master’s Programme in Financial Economics will hold an Open House. Maksim Nikitin, Academic Supervisor of the programme, spoke to the HSE News Service about who contemporary financial experts are and where ICEF Master’s graduates find jobs today.
