Quantitative methods have become increasingly important in the financial industry during the recent years.

To face the increasing request, the Department of Mathematics of Politecnico di Milano established in 2006 a research group and a training (bachelor and master) program in Quantitative Finance. In 2011, all the activities were transferred to the Nicola Bruti Liberati Quantitative Finance Lab (QFinLab), directed by Prof. Emilio Barucci.

QFinLab aims to be a reference point in quantitative finance at the national and international level on research, education, outreach actvities and collaborations with industry. The group is made up of four people plus Phd students and post-doc researchers (team).

Quantitative Finance covers all applications of quantitative methods to finance (mathematics, statistics, computational methods). The activities of the QFinLab are in different fields (Core Activity, FinTech, Financial Education) and at different level (Research, Education, Outreach activities), represented in the following matrix 

 

Core activity concerns applications of quantitative methods to asset management, valuation of derivatives, financial engineering, risk management, trading and sales of financial instruments. The activities cover the main industries involved in the financial world: banks, insurance companies, asset management, consultancy, information providers, software houses). On research, see personal pages of peopleresearch of the group, seminars and meetings  and Phd program on Mathematical Models and Methods in Engineering. In cooperation with Bachelier Society and Springer we promote the Nicola Bruti Liberti prize for the best PhD thesis on Mathematical Finance at the international level. On education see the master program of Mathematical engineering with a track on quantitative finance, and the Corso di Alta Formazione in Finanza Quantitativa in cooperation with MIP Business School. Our outreach activities in this field are hoseted on the web site www.finriskalert.it that provides contributions on the field from academicians as well as practitioners together with an update on regulation. Our students are part of an Alumni network with activities dedicated to them (job placement, annual meeting, conferences).

The Fintech activity includes research, see personal pages of peopleresearch of the group, seminars and meetings including the Polimi Fintech Journey. In cooperation with MIP Business School we promote the international Master on Fintech and Digital Innovation.On Financial education we have produced the first MOOC on financial education in Italian , the program edufin@polimi that aims to improve financial literacy and numeracy at school level and the Caccia al Tesoro finanziaria.

The group is open to work with the industry on research projects. For any information please contact: qfinlab@polimi.it.