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.

The Swiss Finance Institute @ EPFL participates in two teaching programs, The Master in Financial Engineering at EPFL, which is a highly selective 2-year master program, and The Doctoral Program in Finance, which is organized jointly with the Swiss Finance Institute and the Universities of Geneva and Lausanne.

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.

Fields of Specialization

  • Financial Economics
  • Financial Engineering
  • Entrepreneurial Finance
  • Corporate Governance
  • Mathematical Finance

Upcoming events

© 2021 EPFL

New publication on Optimal Financing with Tokens by Prof. Morellec

— The paper “Optimal Financing with Tokens”, written by Professor Morellec and coauthored with Simon Mayer and Sebastian Gryglewicz, has been accepted for publication in the Journal of Financial Economics

© 2021 EPFL

Erwan Morellec winner of the ACA Award for Financial Management 2021

— Professor Erwan Morellec receives the ACA Award for Financial Management 2021 from the Institute of Accounting, Controlling and Auditing of the University of St. Gallen

© 2021 EPFL

Maxime Couvert Winner of the Engelbert Dockner Memorial prize

— Dr. Maxime Couvert, former PhD Student with Prof. Rüdiger Fahlenbrach, won the prestigious Engelbert Dockner Memorial prize for the Best Paper by Young Researchers at the European Finance Association.

© 2021 EPFL

New publication in Journal of Finance for Prof. Malamud

— Professors Semyon Malamud from [email protected], Bryan T. Kelly from Yale School of Management and Lasse Heje Pedersen from Copenhagen Business School have a new forthcoming paper in the prestigious Journal of Finance entitled "Principal Portfolios".

© 2021 EPFL

"SNB can reduce its carbon footprint"

— Professors Rüdiger Fahlenbrach (Swiss Finance Institut) and Eric Jondeau (HEC Lausanne) have been intreviewed by Le Temps on their study which analyses the SNB's investments and their carbon footprint.

© 2021 EPFL

The 2020 annual report is now available

— The College of Management of Technology has published its annual report for 2020. It includes the highlights of the year, news about the faculty members, research and education overviews as well as financial and organizational facts.

© 2021 EPFL

New publication for Prof. Malamud

— The paper “Dominant Currency Debt”, is coauthored with Egemen Eren, and has been accepted for publication in the Journal of Financial Economics


Linking EPFL Schools via Interdisciplinary Projects

— With the idea to promote and encourage collaboration among scientists, the College of Management of Technology (CDM) has initiated a new Interdisciplinary Strategy to seed new collaborative research ties between key research areas of the College and other research domains present at EPFL. This strategic program aims both at boosting the huge potential of interdisciplinary projects which already feature at EPFL and at fostering the integration of the College on the EPFL campus.

© 2021 EPFL

Meeting Alexis Marchal, PhD student in Finance

— Alexis Marchal joined the the doctoral program at EPFL in 2016 to pursue his studies and obtain his doctorate in Finance. He tells us about his experience so far.

© 2021 EPFL

Desactivation of the SGP general escape clause?

— On 23 March 2020, the Council activated the General Escape Clause (GEC) under the Stability and Growth Pact (SGP) to provide Member States with the necessary fiscal space to respond to the Covid-19 pandemic. Prof. Luisa Lambertini published a report for the European Parliament's Committee on Economic and Monetary Affairs to analyses the conditions under which the GEC should be desactivated.

All news


Head of the Institute

Prof. Damir Filipovic


Sophie Cadena
Tel: +41 21 693 24 66
E-mail: [email protected]

Mailing address

Swiss Finance Institute @ EPFL
Quartier UNIL – Chamberonne, Extranef 214
CH – 1015 Lausanne, Switzerland

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