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

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.

New paper in Journal of Financial Economics for Prof. Collin-Dufresne

— Professor Collin-Dufresne has a new article accepted in the Journal of Financial Economics. The title of this article is "Liquidity Regimes and Optimal Dynamic Asset Allocation" and it is co-authored with Professors Daniel Kent and Saglam Mehmet.

Prof. Fahlenbrach guest speaker at SFI–Capco Institute Forum

— Professor Fahlenbrach of the SFI @ EPFL gave a speech at the SFI–Capco Institute Banking & Finance Forum on February 6. This forum covers a variety of banking and financial topics and allows for the exchange of knowledge between banking industry leaders and top-class academics and attended by 200 practitioners from Switzerland's banking industry.

Prof. Luisa Lambertini elected President of the IBEFA Association

— Prof. Luisa Lambertini has been elected President and Chair of the International Banking, Economics and Finance Association (IBEFA).

Prof. Lambertini Program Chair at the 2019 ASSA Conference

— Prof. Luisa Lambertini was Program Chair at the 2019 Allied Social Science Associations (ASSA) Meeting in Atlanta in January 2019.

New 4-year SNSF Grant for Prof. Luisa Lambertini

— Prof. Luisa Lambertini has been awarded a 4-year SNSF grant on fiscal policy, inflation and import-export linkages.

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