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).