Swiss Finance Institute @ EPFL

The Swiss Finance Institute at EPFL is a newly created institute to foster research in finance and to develop a strong offering of programs in finance and financial engineering at the Ecole Polytechnique Fédérale de Lausanne. The focus is on the areas within finance that have a natural interaction with mathematics, statistics, engineering, and science, namely, mathematical finance, financial econometrics, and entrepreneurial finance.

The Swiss Finance Institute at EPFL participates in two teaching programs, the Master in Financial Engineering at EPFL, which is a highly selective 18-month master program, and the PhD in Finance, which is organized jointly with the Swiss Finance Institute and the Universities of Geneva and Lausanne.

The Swiss Finance Institute at EPFL benefits from the institutional support of the Swiss Finance Institute, a private foundation created in 2006 by Switzerland's banking and finance community in cooperation with leading Swiss universities, and from SwissQuote, with the newly created SwissQuote chair in Quantitative Finance. It is also supported by NCCR FinRisk of the Swiss National Science Foundation.
 

Because of its close links with mathematics, engineering and science, the Swiss Finance Institute at EPFL complements nicely the Institute of Banking and Finance of the University of Lausanne, whose roots lie instead in the traditional social sciences, and the Management of Technology and Entrepreneurship Institute in the College of Management of Technology at EPFL.
 

News

The Swissquote Chair in Quantitative Finance is organizing a Conference on Interest Rate and Credit Risk at EPFL on 28th and 29th October 2010.

Damir Filipovic is appointed on the SwissQuote Chair in Quantitative Finance.

Maria Cecilia Bustamante and Boris Nikolov, who were both supervised by Erwan Morellec, have been appointed as assistant professors of finance at the London School of Economics and the University of Rochester, respectively.

Mathieu d'Acremont, a psychologist working with Peter Bossaerts on human perception and learning of risk, has been awarded a post-doctoral fellowship from the French AXA Research Fund.