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

Pierre Collin-Dufresne & Thomas Weber © 2021 EPFL

Nomination of the new directors of the doctoral programs EDFI & EDMT

— The College of Management of Technology is pleased to welcome one new director for its doctoral programs: Prof. Pierre Collin-Dufresne for the Doctoral School in Finance (EDFI). Prof. Thomas Weber's directorship for the Doctoral School of Management of Technology (EDMT) has been renewed for a second term.

© 2021 EPFL

New chairman of the scientific advisory board of the IWH Halle

— Ruediger Fahlenbrach was appointed chairman of the Scientific Advisory Board of the IWH Halle.

© istock.com

Fiscal Policy, Relative Prices and Net Exports in a Currency Union

— When several euro-area countries implemented fiscal austerity measures in the early 2010s, the hoped-for silver lining was that this would make their economy more competitive in international markets.

© istock.com

Mortgage Supply and Capital Regulation in Low Interest Rate settings

— Prof. Luisa Lambertini and PhD Student Yu Wu study the deposit and mortgage market in Switzerland in a low interest rate environment.

© 2020 EPFL

EPFL-WISH Foundation will hold the 2020 Erna Hamburger Award Ceremony

— Prof. Lambertini is nominated president of the EPFL-WISH Foundation for 2021. The foundation aims at encouraging women's research on the campus and promoting their work. The WISH Foundation will hold the 2020 Erna Hamburger Award Ceremony on November 16th at 17h00.

© 2020 EPFL

The new Vice Presidency for Academic Affairs (VPA)

— — Updated on 11 November 2020 — EPFL’s president reaffirmed the importance of EPFL’s academic mission by creating the Vice Presidency for Academic Affairs (VPA), which will be led by Jan S. Hesthaven. Following the appointment of Luisa Lambertini, the VPA management team is now complete.

© istock.com

The impact of the COVID-19 shock on the Swiss labor market

— Prof. Luisa Lambertini, Dr. Corinne Dubois and Yu Wu have launched a study determining how the COVID-19 crisis affected working men and women in Switzerland.

© 2020 EPFL

Advances on financial technology

— This year, due to the COVID-19 pandemic, Swissquote's annual conference was exceptionally held online. The program included two distinct themes: digital central bank currency and differential machine learning.

© 2020 EPFL

New Research Grant for Prof. Rüdiger Fahlenbrach and Maxime Couvert

— Professor Rüdiger Fahlenbrach, PhD student Maxime Couvert and their co-principal investigators Zacharias Sautner (Frankfurt School of Finance & Management) and Alexander Wagner (University of Zürich) have obtained funding from the prestigious Norwegian Finance Initiative (NFI) Research Programme under the call “Changing Ownership Structure and its Implications for Corporate Governance”.

© Haensel-ams.com

Boris Kuznetsov wins first place in the Dynamic Pricing Competition

— First place in the 2020 Dynamic Pricing Competition for our Master student, Boris Kuznetsov.

All news

Contact

SWISS FINANCE INSTITUTE @ EPFL

Find us

Head of the Institute: Prof. Damir Filipovic

Administration: Sophie Cadena

Contact information:

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