QFinLab actively participates in the PhD program Mathematics and its applications at Politecnico di Milano, offering students the opportunity to develop a PhD research project in Quantitative Finance, covering all QFinLab research areas.
More information on the PhD progam can be found at www.mate.polimi.it/dottorato
The overall PhD program lasts three years.
Introductory courses (typically lasting one semester) are required only to fill gaps in specific areas of mathematics and finance. Within this framework, QFinLab offers a broad range of introductory courses covering stochastic calculus, option pricing, numerical methods for the valuation of financial products, credit risk, and insurance.
Core courses are specifically designed for the Doctoral Program in Mathematics and its Applications.
Current PhD students
Yuheng Lan
Michele Domenico Massaria
Edoardo Pariani
Luca Russo
Former PhD students
- Manzoni Pietro – Four essays in energy finance.
- Stocco Davide – Three essays on ESG ratings and quantitative finance.
- Azzone Michele – Additive normal tempered stable process: a new way to model the implied volatility surface.
- Ding Guodong – Optimal Consumption-Portfolio-Leisure Policy in Retirement-Bankruptcy Time Problem with Power Utility Function.
- Guzzetti Marco – Contributions to the Measurement of Portfolio Risk and Return.
- Nastasi Emanuele – Lower and Upper Bounds for Basket Options.
- La Bua Gaetano – Three Essays in Mathematical Finance.
- Fileccia Gaetano – A Particle Filter Approach to Parameter Estimation in Stochastic Volatility Models with Jumps for Crude Oil Market.