Swiss Finance Institute

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.

SFI teaching programs

The Swiss Finance Institute @ EPFL participates in serveral teaching programs:

Fields of Competences
  • Asset pricing
  • Corporate finance and governance
  • Financial engineering
  • Financial technology
  • International finance
  • Risk management
  • Sustainable finance
Support

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.

UPCOMING EVENTS

RECENT PUBLICATIONS

Stripping the Swiss discount curve using kernel ridge regression

N. Camenzind; D. Filipovic 

European Actuarial Journal. 2024. DOI : 10.1007/s13385-024-00386-4.

Biases in Information Selection and Processing: Survey Evidence from the Pandemic

E. Faia; A. Fuster; V. Pezone; B. Zafar 

Review of Economics and Statistics. 2024. Vol. 106, num. 3, p. 829 – 847. DOI : 10.1162/rest_a_01187.

Nonstandard Errors

A. J. Menkveld; A. Dreber; F. Holzmeister; J. Huber; M. Johannesson et al. 

Journal Of Finance. 2024. DOI : 10.1111/jofi.13337.

Flood, farms and credit: The role of branch banking in the era of climate change

P. Abedifar; S. J. Kashizadeh; S. Ongena 

Journal Of Corporate Finance. 2024. Vol. 85, p. 102544. DOI : 10.1016/j.jcorpfin.2024.102544.

Asset life, leverage, and debt maturity matching

T. Geelen; J. Hajda; E. Morellec; A. Winegar 

Journal Of Financial Economics. 2024. Vol. 154, p. 103796. DOI : 10.1016/j.jfineco.2024.103796.