Damir Filipović, best teacher in the financial engineering section for 2024. 2025 EPFL/Alain Herzog - CC-BY-SA 4.0

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EPFL

Damir Filipović, named best teacher in the financial engineering section for 2024, could very well have pursued a career in pure mathematics but instead chose the tumultuous field of quantitative finance.

GAUSS Prize for Prof. Damir Filipovic and Nicolas Camenzind

13.05.25NewsResearch

They were awarded the prestigious 2025 GAUSS Prize by the Deutsche Gesellschaft für Versicherungs- und Finanzmathematik e.V. (DGVFM) and the Deutsche Aktuarvereinigung e.V. (DAV). The prize recognizes contributions that combine both high scientific quality and particular practical relevance in the field of financial and actuarial mathematics.

The Economics of Over-the-Counter Markets

14.04.25NewsResearch

Prof. Julien Hugonnier has published a new book at Princeton University Press entitled "The Economics of Over-the-Counter Markets: A Toolkit for the Analysis of Decentralized Exchange". It is a comprehensive book that delves into the intricate workings of over-the-counter (OTC) markets, which are prevalent in the trading of corporate and government bonds, as well as many financial derivatives. Authored by leading researchers, the book offers a unified theoretical framework that examines the economic mechanisms driving these markets. It provides valuable insights and analytical tools for regulators, market participants, graduate students, and researchers to better understand and navigate the complexities of decentralized exchanges.

All news

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.

SFI teaching programs

The Swiss Finance Institute @ EPFL participates in serveral teaching programs:

The Master in Financial Engineering at EPFL, which is a highly selective 2-year master program
The Minor in Financial Engineering
The Doctoral Program in Finance, which is organized jointly with the Swiss Finance Institute and the Universities of Geneva and Lausanne.
Executive Education: A short course “Leading with Technology in Finance”

Fields of Competences

Asset pricing
Corporate finance and governance
Financial engineering
Financial technology
International finance
Risk management
Sustainable finance

Support

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.

UPCOMING EVENTS

Seminar in Finance

12.09.2025 11:0012:15

Speaker: Wenxin Du – Harvard Business School
Location: UNIL, Extranef, room 126
Category: Conferences – Seminars
Target audience: Informed public

Seminar in Finance

26.09.2025 11:0012:15

Speaker: Adrien d’Avernas – Stockholm School of Economics
Location: UNIL, Extranef, room 126
Category: Conferences – Seminars
Target audience: Informed public

Seminar in Finance

03.10.2025 11:0012:15

Speaker: Martin Lettau – Berkeley Haas
Location: UNIL, Extranef, room 126
Category: Conferences – Seminars
Target audience: Informed public

Seminar in Finance

10.10.2025 11:0012:15

Speaker: Baozhong Yang – Georgia State University
Location: UNIL, Extranef, room 126
Category: Conferences – Seminars
Target audience: Informed public

Seminar in Finance

E. Bolliger; A. Bruhin; A. Fuster; M. Ganarin

Journal of Urban Economics. 2025. Vol. 146. DOI : 10.1016/j.jue.2025.103749.

Detailed record

View at publisher