Damir Filipovic

Swissquote Chair in Quantitative Finance
Swiss Finance Institute Professor
Head of the Swiss Finance Institute @ EPFL

Publications

Working papers

Curriculum vitae

Damir Filipović holds the Swissquote Chair in Quantitative Finance at the Ecole Polytechnique Fédérale de Lausanne (EPFL) and a Swiss Finance Institute Senior Chair. He also acts as head of the Swiss Finance Institute @ EPFL.

He holds a Ph.D. in mathematics from ETH Zurich and has been a faculty member of the University of Vienna, the University of Munich and Princeton University. He also worked for the Swiss Federal Office of Private Insurance as co-developer of the Swiss Solvency Test.

He is on the editorial board of several academic journals. His research focus is in quantitative finance and risk management. His papers have been published in a variety of academic journals including the Journal of Finance, Journal of Financial Economics, Mathematical Finance, Finance and Stochastics, and the Annals of Applied Probability. He is the author of a textbook titled Term-Structure Models.

At EPFL he pursues three main goals:

  • To advance the various disciplines of quantitative finance and risk management by conducting research;
  • To foster junior academics as Postdocs, doctoral or Master students;
  • To promote the transfer of knowledge from theory to practice by cultivating and maintaining good contacts with the banking and insurance industry