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Prof.

Mete Soner

SFI Head of Zurich


SFI Senior Chair since January 2010
ETH Zurich

Mete.Soner@sfi-research.ch
+41 44 632 27 55

Mete Soner has held an SFI Senior Chair at ETH Zurich since 2010. Prof. Soner has published extensively in his areas of expertise and is a regular speaker at leading academic conferences worldwide.

Research Interests

His primary research interest lies in mathematical finance and stochastic optimal control. In particular, models for illiquid markets, analysis of markets with transaction costs, robust techniques and applications of optimal control in corporate finance.

Recent Research

In recent research, Prof. Soner and his co-authors study the hedging strategies in an illiquid binomial market. They contribute to research by proving the existence of an optimal feedback strategy for both European and barrier options and compute this strategy by means of a dynamic programming principle. The optimal strategy is neither the discrete-delta strategy nor the strategy that minimizes the value function; the optimal feed-back strategy shows less variability than the discrete-delta strategy or the strategy consisting of minimizers of the value function due to the effect of liquidity.



Events


30.05.2016
Seminario SFI con il Prof. Fabrizio Zilibotti
Tema: La crescita economica cinese: passato, presente e futuro

01.06.2016
SFI Breakfast Seminar with Prof. Riccardo Rebonato
Topic: Coherent Stress Testing – Should We Worry? What Should We Do?

01.06.2016
SFI Seminar (Afternoon) with UZH - Prof. Riccardo Rebonato
Topic: Coherent Stress Testing – What Bayesian Nets Can Offer

01.06.2016
SFI Signing Ceremony – Master in Wealth Management
Topic: "Swiss Financial Center: Challenges and Opportunities"

15.06.2016
Lunch and Learn @ SFI
Informationevent in Zurich



More events


Press releases

17.05.2016
From the industry for the industry: Certification for Bank Client Advisors

03.03.2016
Finanzexperten treffen sich im Kanton Schwyz
Der Swiss Asset Management Day findet am 7. April zum fünften Mal im Kanton Schwyz statt. Thema: Die neuen Herausforderungen in der Vermögensverwaltung.

19.01.2016
Asset Management Study Switzerland by zeb und SFI. Asset Management in Switzerland faces huge challenges.

12.11.2015
Swiss Finance Institute has attributed its Outstanding Paper Award to “The Impact of Treasury Supply on Financial Sector Lending and Stability”, a research paper by Arvind Krishnamurthy of Stanford University and Annette Vissing-Jorgensen of the University of California Berkeley that studies how government debt crowds out financial sector short-term debt.
Press Release


19.06.2015
Swiss Finance Institute publishes the first comprehensive Swiss study on structured products. The most recent SFI White Paper sheds light on the performance, costs, and investments of structured products.
English version, German version, French version, Italian version

More press releases...


SFI in the news

NZZ: «Strukturierte Produkte ein etablierter Portfolio-Baustein»
Article referring to structured products (19.05.2016)

20minuti: «All'USI per parlare di crescita economica cinese»
Article referring to SFI seminar with Prof. Fabrizio Zilibotti on China's economic growth (19.05.2016)

awp: «Drei Schweizer Bildungsinstitute lancieren Zertifizierung von Bankkundenberater»
Article referring to SFI's new launched Certification of Bank Client Advisors (17.05.2016)

finews: «Wo sind die Innovationen im Schweizer Asset Management?»
Article referring to the upcoming Roundtable Discussion on innovation in Asset Management (13.05.2016)

Paolo Vanini: «Diese Asset Manager werden erfolgreich sein»
Interview with Paolo Vanini on Change in Asset Management (09.03.2016)

EPFL: How Do ETFs Influence Financial Markets?
Articel referring to SFI Prof. Semyon Malamud's practitioner roundup. (04.03.2016)


L'Agefi: Comment la Chine pourrait éviter une crise financière
Article referring to the Evening Seminar with Prof. Darrell Duffie on China's Financial System

Schweizer Bank: Positive Asset Manager
Article referring to the most recent Asset Management Study Switzerland by zeb and SFI (19.02.2016)


More SFI in the news...

SFI in the press image
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