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

Complete agenda of events

Artificial Intelligence in Finance

— This year marked the 10th annual Swissquote Conference. Current research and insights on AI in finance provided by leading experts and scholars in the field were featured on the conference program. It was also an opportunity to inaugurate the new Finance and Technology Research Programme.

EPFL aims to build trust in fintechs

— A new research program will combine the specialist knowledge of the Swiss Finance Institute @ EPFL with insights from the School’s data scientists and digital trust experts.

Fast as Lightning Prize of the Block-Sprint Hackathon for EPFL team

— An EPFL team, led by Dr. Jiahua Xu, postdoc at the Swiss Finance Institute @ EPFL, won the Fast as Lightning Prize of the Block-Sprint Hackathon in London on November 22nd.

Top place for 8 faculty members in the Forschungsmonitoring rankings

— The Forschungsmonitoring rankings in Business Administration and Economics established by the Swiss Economic Institute (KOF) at ETH Zurich has listed 8 professors of the College of Management of Technology among the top 300 researchers. Given the size of the College, these results reflect the excellent research conducted by our faculty members.

“I like being intellectually challenged or surprised by students”

— Erwan Morellec, a professor at EPFL’s College of Management of Technology and director of the doctoral program in finance, has been named best teacher in his section for the third time.

Congratulations to our Alumni & their teachers

— During the last Graduation Ceremony on October 5th 2019, the College of Management of Technology was proud to hand out several awards to the teachers of the MFE and MTE sections, which are voted upon by the students.

New publication for Prof. Morellec in Journal of Financial Economics

— The article of Prof. Dr. M. Morellec "Short-term debt and incentives for risk-taking" co-written with Marco Della Seta and Francesca Zucchi has been accepted for publication in the Journal of Financial Economics.

Paper accepted in Journal of Financial Economics for prof. Morellec

— The paper of Professor Morellec "Agency conflicts and short- vs long-termism in corporate policies" co-authored with Simon Mayer and Sebastian Gryglewicz has been accepted for publication in the Journal of Financial Economics.

Creating the universe in a mathematical and artistic way

— Dr. Kathrin Glau, Scientific collaborator in Financial Mathematics set up an interactive mathematical art project at Tate Exchange Tate Modern in London in June 2019.

Professor Malamud's research relevant for central banks

— A key news portal for central banks publishes an article about Semyon Malamud's research. The pattern of movements in the US dollar exchange rate fits its role as the dominant global currency for debt contracts, according to research published by the Bank for International Settlements. Authors Egemen Eren and Semyon Malamud develop an international general equilibrium model to explain how the dollar’s role in debt can affect its dominance.

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 / Fax: +41 21 693 01 10
E-mail: [email protected]

Mailing address:

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