Events
QFinLab Seminar – Virginia Pugliese (Bank of England) – 20/10/2026, 12:15 @ 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. Tuesday, 20 October…
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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.…
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QFinLab Seminar – Asmerilda Hitaj (Università dell’Insubria) – 30/9/2026, 12:15 @ 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. Wednesday, 30 September…
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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…
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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…
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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…
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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…
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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 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…
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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…
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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…
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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…
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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,…
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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…
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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…
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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…
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QFinLab: Financial Education Projects for Schools
QFinLab – the Quantitative Finance Laboratory of the Department of Mathematics at Politecnico di Milano – offers financial education programmes for students in lower and…
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Applications now open for the 2026 Bruti Liberati Prize
Applications are now open for the Bruti Liberati Prize 2026, an annual €4,000 prize awarded to the best PhD thesis in mathematical and quantitative finance.…
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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…
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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…
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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…
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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…
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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…
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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…
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