The Swissquote Chair in Quantitative Finance is dedicated to advancing research, teaching and knowledge transfer in the field of quantitative finance. It aspires to enhance knowledge and understanding of financial engineering between the academic community, the financial industry and policy makers.
Housed at the Swiss Finance Institute @ EPFL, the Swissquote Chair in Quantitative Finance plays an important role in creating a leading research and teaching initiative in financial engineering at EPFL. The chair is involved in the Master in Financial Engineering and the PhD Programs in Finance and Mathematics. In addition, it leads a vigorous independent research program in a multidisciplinary environment, engaging with researchers in related fields, such as finance, mathematics, economics, and computational finance. It takes up new developments in financial markets that raise issues and challenges to which quantitative methods can provide answers.
By providing a platform for discussion of fundamental research, for example through events and conferences, while at the same time staying in close contact with the financial industry, insurance companies and policy makers, the chair drives knowledge transfer in the field of quantitative finance.
The Swissquote Chair in Quantitative Finance is held by Damir Filipovic since 2010.