Research

QFinLab promotes research in the main fields of quantitative finance.

The research topics covered include:

  • numerical methods for option pricing;
  • derivative securities valuation in complete and incomplete markets;
  • financial intermediation;
  • portfolio investment decisions;
  • credit risk and counterparty risk;
  • sovereign debt;
  • model risk.

QFinlab is also active in the fintech area, with research in blockchain and artificial intelligence application to finance.

Periodically, Qfinlab offers the following meetings:

  • Polimi Fintech Journey: workshops on application of new technologies to finance (Fintech);
  • QFin Seminar: seminars on new research topics;
  • QFin Colloquia: workshops on quantitative finance issues of interest to the financial world (counterparty risk, sovereign debt, hybrid models, financial regulation, sovereign debt);
  • QFin Panel: meetings on topics of broad finance (financial control, savings in Italy).
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