“Students have a lot of misconceptions about finance”
Chances are slim that you’ll catch Julien Hugonnier applying for a job at a bank. He believes that it’s at EPFL where he can make the best use of his penchant for finance and mathematics. But he still keeps up with what’s happening in the industry, thanks largely to his students.
Two new publications in Finance for Dr. Urban Ulrych
Congratulations to Dr. Urban Ulrych for his two recent publications: "Dynamic currency hedging with non-Gaussianity and ambiguity" in the journal Quantitative Finance and "Portfolio Construction with Hierarchical Momentum" in The Journal of Portfolio Management.
The Swiss Finance Institute @ EPFL has been created 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 @ EPFL participates in serveral teaching programs:
- The Master in Financial Engineering at EPFL, which is a highly selective 2-year master program
- The Minor in Financial Engineering
- The Doctoral Program in Finance, which is organized jointly with the Swiss Finance Institute and the Universities of Geneva and Lausanne.
- Executive Education: A short course in FinTech
The Swiss Finance Institute @ 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, who endowed the Swissquote Chair in Quantitative Finance.