Damir Filipovic

Swissquote Professor of Quantitative Finance
Ecole Polytechnique Fédérale de Lausanne

Formerly on the faculty of the University of Vienna, the University of Munich, and Princeton University, he holds a Ph.D. in Mathematics from ETH Zurich.

In 2003/04 he worked as a Scientific Consultant for the Swiss Federal Office of Private Insurance. There he co-developed the Swiss Solvency Test, which defines the regulatory capital requirement for all Swiss based insurance companies and groups.

Research interests: asset pricing and risk management. His papers have been published in a variety of academic journals including the Journal of Financial Economics, Mathematical Finance, Finance and Stochastics, and the Annals of Applied Probability.

Webpage

E-mail: Damir.Filipovic@sfi-research.ch