PhD Program

Qfinlab participates actively in the PhD school “Mathematical Models and Methods in Engineering” of the Politecnico di Milano, offering the opportunity of developing the PhD research project in Quantitative Finance, relatively, but not exhaustively, to option pricing, optimal allocation problem, and credit risk.

More information on the PhD school can be found at

The overall training activity lasts three years.

Introductory courses (typical duration one semester) are required only to fill gaps in some particular areas of mathematics and finance. In this framework, Qfinlab proposes an extensive set of introductory courses, dealing with stochastic calculus, option pricing, numerical methods for evaluating financial products, credit risk, as well as insurance.

Main courses are designed specifically for the Doctoral Program in Mathematical Engineering.


Current PhD Students

  • Manzoni Pietro
  • Stocco Davide
  • Yuheng Lan

Past PhD Students

  • Azzone Michele, PhD Thesis: “Modeling the Implied Volatility Surface: a New Method via Additive Processes”
  • Ding Guodong, PhD Thesis: “Optimal Consumption-Portfolio-Leisure Policy in Retirement-Bankruptcy Time Problem with Power Utility Function”
  • Guzzetti Marco, PhD Thesis: “Contributions to the Measurement of Portfolio Risk and Return”
  • Nastasi Emanuele, PhD Thesis: “Lower and Upper Bounds for Basket Options”
  • La Bua Gaetano, PhD Thesis: “Three Essays in Mathematical Finance”
  • Fileccia Gaetano, PhD Thesis: “A Particle Filter Approach to Parameter Estimation in Stochastic Volatility Models with Jumps for Crude Oil Market”