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 PhD 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

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.

Professor Malamud invited at the Axess thinktank

— The work of Professor Semyon Malamud, [email protected] and Dr. Serge Kassibrakis (Swissquote) on cryptocurrencies has been presented at Axess Thinktank. The topic was Blockchain and Token Economy.

New study on digitalization by Profs. Fahlenbrach and Filipovic

— Professors Fahlenbrach and Filipovic have conducted and co-authored a study on digitalization in the Swiss banking sector.

Prof. Fahlenbrach's paper in the Harvard Corporate Governance blog

— The Harvard Corporate Governance blog featured a paper of Professor Fahlenbrach, titled "Why Are Firms With More Managerial Ownership Worth Less?"

Swissquote Conference 2018 on Machine Learning in Finance

— The ninth annual Swissquote Conference on Machine Learning in Finance took place at EPFL on 9 November 2018. The conference featured current research and insights on machine learning in finance provided by leading experts from academia and industry. Four invited FinTech companies showcased their products and services.

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

— Professor Erwan Morellec's article "Product market competition and option prices" co-written with Professor Alexei Zhdanov has just been accepted for publication by the Review of Financial Studies.

How badly run is your firm? The impact of key governance issues.

— Corporate governance rules are designed to ensure that firms are well run - that management decisions do not unjustly deprive certain stakeholder groups of value, for example. A major challenge for policymakers, however, as regular reports of poorly run companies in the media show, is devising effective governance provisions. Now though, using a novel approach, academics Erwan Morellec, Boris Nikolov, and Norman Schürhoff have devised a framework which can be used to gauge the actual impact on a firm's value of some common governance problems and the relative impact on different stakeholder groups.

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