Events
ALGODEFI 26 Conference
Dear all, Following the success of ALGODEFI24 and ALGODEFI25, I am happy to share the enclosed announcement and call for papers for the ALGODEFI26 Conference.…
Read more
QFinLab Seminar – Gabriele Sbaiz (University of Trieste) – 25/5/2026, 13:15 @ Department of Mathematics, Politecnico di Milano
Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Monday, 25 May…
Read more
QFinLab Seminar – Riccardo Brignone (University of Pavia) – 4/5/2026, 13:15 @ Department of Mathematics, Politecnico di Milano
Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Monday, 4 May…
Read more
QFinLab Seminar – Neofytos Rodosthenous (University College London) – 21/4/2026, 15:30 @ Department of Mathematics, Politecnico di Milano
Dear colleagues, you are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Tuesday, 21 April…
Read more
QFinLab Seminar – Leandro Sánchez-Betancourt (University of Oxford) – 24/3/2026, 15:00 @ Department of Mathematics, Politecnico di Milano
You are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Tuesday, 24 March 2026, 15.00-16.00…
Read more
QFinLab Seminar – Francesco Rotondi (Università Bocconi) – 2/3/2026, 13:15 @ Department of Mathematics, Politecnico di Milano
You are all invited to participate in the following seminar organized by QFinLab – Department of Mathematics, Politecnico di Milano. Monday, 2 March 2026, 13.15-14.15…
Read more
Climate Risk Seminar
QFinLab promotes a series of thematic seminars on climate risk. Climate transformations have a deep impact on economic activity with implications ranging from the definition…
Read more
QFinLab Seminar – Sergio Pulido (Université Paris–Saclay, CNRS, ENSIIE, Univ Évry, LaMME) – 9/12/2025, 12:15 @ Department of Mathematics, Politecnico di Milano
QFinLab – Department of Mathematics, Politecnico di Milano December 9, 2025, 12.15-13.15 Seminar room, third floor, building 14, Leonardo Campus Sergio Pulido (Université Paris–Saclay, CNRS,…
Read moreRecent papers
Existence and Uniqueness Results for a Mean-Field Game of Optimal Investment
by Alessandro Calvia, Salvatore Federico, Giorgio Ferrari, Fausto Gozzi. Published in Applied Mathematics and Optimization. Abstract: We establish the existence and uniqueness of the equilibrium for a stochastic…
Read more
Market Making With Fads, Informed, and Uninformed Traders
by Emilio Barucci, Adrien Mathieu, Leandro Sánchez-Betancourt Published in Mathematical Finance. Abstract: We characterize the solution to a continuous-time optimal liquidity provision problem in a market populated by…
Read more
Returns under the lens: the importance of ESG factors
by Gabriele Ginestroni, Daniele Marazzina, Nico Rosamilia. Published in Decisions in Economics and Finance. Abstract: Environmental, Social, and Governance (ESG) factors have become increasingly relevant in financial…
Read more
Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information
by Katia Colaneri, Federico D’Amario, Daniele Mancinelli. Published in Scandinavian Acturial Journal. Abstract: We investigate optimal proportional portfolio insurance (PPI) strategies aimed at reducing exposure…
Read more
Short-rate models with stochastic discontinuities: A PDE approach
by Alessandro Calvia, Marzia De Donno, Chiara Guardasoni, Simona Sanfelici. Published in Mathematics and computers in simulation. Abstract: With the reform of interest rate benchmarks,…
Read more
The additive Bachelier model with an application to the oil option market in the Covid period
by Roberto Baviera and Michele Domenico Massaria. Published in the Journal of Computational and Applied Mathematics. Abstract: In April 2020, the Chicago Mercantile Exchange temporarily switched…
Read more
Temperature Anomalies and Climate Physical Risk in Portfolio Construction
by Michele Azzone, Carlo Bechi, Gabriele Sbaiz. Preprint. Abstract: Driven by the increasing frequency and intensity of natural disasters and chronic climate threats, we investigate the…
Read more
Pricing and Hedging Financial Derivatives in Merger & Acquisition Deals with Price Impact
by Emilio Barucci, Yuheng Lan, Daniele Marazzina. Preprint. Abstract: We investigate the optimal execution of contracts that are used in merger\&acquisition deals. We consider cash-settled and…
Read moreNews
Financial Engineering Alumni 2026
Lo scorso 22 giugno si è svolta presso l’Edificio Trifoglio, Campus Bonardi del Politecnico di Milano, la cena Financial Engineering Alumni 2026. Durante la serata…
Read more
Nicola Bruti Liberati Prize
The 2025 Nicola Bruti Liberati Prize has been awarded to Nathan De Carvalho, who has got his Ph.D. at Université Paris Cité, with the thesis «Lifting…
Read more
EduFin Summer School 2026: torna il percorso online di educazione finanziaria del QFinLab
Anche quest’anno il QFinLab – Nicola Bruti Liberati Quantitative Finance Lab del Dipartimento di Matematica del Politecnico di Milano propone la EduFin Summer School, un percorso online di…
Read more
Master in Fintech, Finance and Digital Innovation
The rapid evolution of fintech is reshaping how financial institutions operate, compete, and innovate. The International Master in Fintech, Finance and Digital Innovation at @POLIMI Graduate…
Read more
Sono aperte le iscrizioni al master Finanza Quantitativa
La finanza quantitativa svolge un ruolo sempre più rilevante nell’industria bancaria, finanziaria e assicurativa. Il Master in Finanza Quantitativa di POLIMI Graduate School of Management offre un…
Read more
Intervista di Frontiere a Emilio Barucci sulle attività del QFinLab
Intervista di Frontiere (rivista del Politecnico di Milano) a Emilio Barucci sulle attività del QFinLab. La finanza quantitativa non è un giocattolo per specialisti: serve a capire come investire, quali…
Read more
Sono aperte le iscrizioni alla sessione estiva del Policollege
Il QFinLab partecipa al progetto Policollege del Politecnico per la scuola italiana. Nella sessione estiva sono proposti due corsi: Iscrizioni aperte dal 18 febbraio al 16 aprile…
Read more
Passion in action: Corso di finanza personale
QFinLab partecipa al progetto Passion in action del Politecnico di Milano. Emilio Barucci propone un corso di Finanza personale in otto ore affrontando temi quali:…
Read more