Quantitative methods have become increasingly important in the financial industry in recent years.
To meet the increasing demand, in 2006 the Department of Mathematics of Politecnico di Milano established a research group and training programs (at both bachelor’s and master’s level) in Quantitative Finance. In 2011, all these activities were brought together within the Nicola Bruti Liberati Quantitative Finance Lab (QFinLab). QFinLab aims to be a reference point in quantitative finance at both the national and international levels for research, education, outreach activities, and collaboration with industry.
The group is made up of six faculty members, in addition to PhD students and postdoctoral researchers.
QFinLab covers a broad range of applications of quantitative methods to finance, including mathematics, statistics, computational methods, and artificial intelligence. QFinLab’s activities concern the application of quantitative methods to asset management, derivative valuation, financial engineering, risk management, trading and sales of financial instruments, and decentralized finance. These activities cover the main sectors of the financial industry: banks, insurance companies, investment banks, asset management companies, fintech companies, consulting firms, information providers, and software houses.
For research activities, see the personal pages of the faculty members, the group’s research activities, seminars, conferences and workshops, and the PhD program in Mathematics and its applications.
In cooperation with the Bachelier Finance Society and Springer, we promote the Nicola Bruti Liberati Prize for the best PhD thesis in Mathematical Finance at the international level.
For education, see the master’s degree program in Mathematical Engineering, which includes a track in Quantitative Finance, as well as the specializing master’s programs offered in cooperation with GSOM: Finanza Quantitativa, International Master in Fintech, Finance and Digital Innovation, and Master in Management, Finance and Technology. QFinLab also contributes to the specializing master program in Finance, Insurance and New Technologies, developed by Politecnico di Milano and Cefriel.
Our outreach activities are hosted on the website www.finriskalert.it, which features contributions in the field from both academics and practitioners. QFinLab is also involved in financial education activities targeting both school students and adults. All the activities of the edufin@polimi project are hosted on the website www.imparalafinanza.it.
Our students are part of an Alumni network, with activities dedicated to them, including job placement initiatives, an annual meeting, and conferences.
The group is open to collaborating with industry on research projects. For further information, please contact: qfinlab@polimi.it.
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