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

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.

Nominations of EPFL professors

— The Board of the Swiss Federal Institutes of Technology has announced the appointment of two professors at EPFL.

Julien Hugonnier, maths, science fiction and mountain

— Prof talk (5 of 5) All the week, a Polysphère award winner took us back to their school days and described how they view education. Today we spoke with Julien Hugonnier, an associate professor at the College of Management of Technology.

Prof. Fahlenbrach; visit of H.S.H. Hereditary Prince of Liechtenstein

— Rüdiger Fahlenbrach, Professor of Finance at CDM, was speaker at state visit of H.S.H. Hereditary Prince Alois of Liechtenstein.

New publication for M. Frattaroli in Journal of Financial Economics

— A new research paper by Marc Frattaroli has been accepted for publication in the Journal of Financial Economics. Frattaroli is a PhD student at the chair of Professor Fahlenbrach.

Professor Malamud's work cited in an ECB speech and presented at NBER

— What determines the global role of the Euro in the international financial system? This question is key for understand the impact of the ECB policy of the economy.  A recent paper written by Egemen Eren (BIS) and Semyon Malamud finds that the currencies that become dominant in international financing are the ones whose central bank efficiently pursues an inflation stabilisation policy that eases real debt burdens of firms at times of distress.

Innovation Policy and Digitalization

— Dominique Guellec is Head of the Science and Technology Policy Division of the Organization for Economic Co-operation and Development (OECD). He was invited by the College of Management of Technology to discuss the major societal implications of digitalization. Professor Gaétan de Rassenfosse took the opportunity to interview him.

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