Swiss Finance Institute

SFI

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

Swiss Life Award and BCV Award for Academic Excellence

— Johannes Schwab and Darius Nik Nejad, both graduating Master students from the Financial Engineering program received an Award for Academic Excellence

© 2021 EPFL

[email protected] and Unigestion create Women in Finance Scholarship

— The Swiss Finance Institute at EPFL and Unigestion have extended their relationship by creating the Women in Finance scholarship to support talented women in their studies.

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Congratulations to our Alumni & their teachers

— The College of Management of Technology was proud to hand out several awards to the teachers and teaching assistants of the MFE and MTE sections, during the traditional graduation ceremony on October 2nd, 2021, which was held on campus.

© 2021 EPFL

New publication for Prof. Morellec in the Review of Financial Studies

— The paper “Understanding Cash Flow Risk”, coauthored with Sebastian Gryglewicz, Loriano Mancini, Enrique Schroth, and Philip Valta, has been accepted for publication in the Review of Financial Studies.

© 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.

All news

Contact

Head of the Institute

Prof. Damir Filipovic

Administration

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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