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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

27.04.2016
Lunch and Learn @ SFI
Informationevent in Zurich

03.05.2016
SFI Evening Seminar with UZH - Mrs. Esther Choy
Topic: Storytelling: The Missing Ingredient in Modern Financial Communications

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: Portfolio and Risk Management Under Stress

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

More events


Press releases

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


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)

FinanzNachrichten: Asset Management in der Schweiz vor großen Herausforderungen
Article referring to the most recent Asset Management Study Switzerland by zeb and SFI (18.02.2016)

FuW: Bewährungsprobe für Basel III
Article by SFI Adjunct Prof. Cocca on Basel III (17.02.2016)

Tribune de Genève: Le franc fort peut générer une hémorragie d'emplois
Article referring to the SFI Research Paper Series, No 15–65, by M. Efing, R. Fahlenbrach, Ch. Herpfer, and P. Krüger (13.02.2016)

Schweizer Jahrbuch für derivate Produkte: Die grösste Herausforderung waren die Daten
Article on SFI White Paper by Dietmar Maringer, Walter Pohl, and Paolo Vanini (03.02.2016)

More SFI in the news...

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