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

News

© 2022 EPFL

The possible impact of debt on innovation and growth

— Prof. Erwan Morellec together with Prof. Thomas Geelen (Copenhagen Business School) and Prof. Jakub Hajd (HEC Montreal) have published an article in the Review of Financial Studies entitled "Can Corporate Debt Foster Innovation and Growth?"

© 2022 EPFL

Prof. Malamud's latest publication seen as potentially transformative

— Prof. Semyon Malamud's lastest paper: "The Virtue of Complexity in Return Prediction" written with Bryan T. Kelly (Yale SOM) and Kangying Zhou (Yale School of Management) is the lead topic of a review written by Jin Won Choi, COE of Enjine. He cites this research as one of the few papers that challenge conventional wisdom about financial machine learning.

© 2022 EPFL

Swiss Life Award and BCV Award for Academic Excellence 2022

— Riccardo Fradiani, Marti Fernandez-Real and Martin Bohdal, all graduating Master students from the Financial Engineering program received an Award for Academic Excellence

© 2022 EPFL

Congratulations to our new MFE and MTE graduates!

— During the traditional Graduation Ceremony which took place at EPFL on October 1st, 2022, 24 students of the Master in Financial Engineering (MFE) and 35 students of the Master in Management, Technology & Entrepreneurship (MTE) were awarded their diplomas in the company of professors, industry partners, families and friends. Teachers and teaching assistants of the two sections also received several awards on the occasion.­

© 2022 EPFL

5th edition of the Private Markets Research Conference in Lausanne

— The 5th edition of the Private Markets Research Conference will be held in Lausanne on October 6 and 7, 2022.

© 2022 EPFL

1245 students graduate with EPFL Master's degrees

— This year at ‘La Magistrale’, EPFL’s annual graduation ceremony, 1245 students received their Master’s degrees. EPFL congratulates its new graduates and offers future perspectives – and hope – for a world in crisis.

© 2022 EPFL

Michaël Aklin's nomination as an Associate Professor at CDM

— The College of Management of Technology will welcome Michaël Aklin in May 2023 as an Associate Professor of Economics and Management of Innovation. By bringing his expertise in the economy and policy of energy transition and climate change, he will expand the College's field of research in sustainable development.

© 2022 EPFL

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

— Professors Semyon Malamud from [email protected], Sergei Glebkin from INSEAD and Alberto Teguia from UBC Sauder have a new forthcoming paper in the prestigious Review of Financial Studies entitled "Illiquidity and Higher Cumulants".

© 2022 EPFL

Rüdiger Fahlenbrach appointed director of the College of Management

— Professor Dominique Foray has retired from his position as director of EPFL’s College of Management of Technology. He is being succeeded by Professor Rüdiger Fahlenbrach, who joined EPFL in 2009. Prof. Fahlenbrach’s priorities will include expanding the college and reshaping its relationship with the wider School.

© 2022 EPFL

Two Best Paper Awards at the Hong Kong Fintech Conference

— Professors Damir Filipovic and Semyon Malamud were both each awarded a Best Paper Award at the 2022 Hong Kong Conference for Fintech, AI, and Big Data in Business for their research on maching learning.

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

Find us

Annual Reports