The program consists of a first year of courses and two years of research. A comprehensive exam at the end of the first year gives access to the research phase. For more information, please read the memorandum which contains also a short F.A.Q.
The program includes the following subjects (each running for approx. 30 hours):
FALL TERM
Probability - Prof. Fabio Trojani
Finance Theory - Prof. Giovanni Barone Adesi
Statistics - Prof. Marc Paolella (University of Zurich)
Econometrics - Prof. Patrick Gagliardini
Corporate Finance I - Prof. François Degeorge
SPRING TERM
Empirical Asset Pricing - Prof. Francesco Franzoni
Corporate Finance II - Prof. Vikas Mehrotra (University of Alberta)
Continuous Time Finance - Prof. Gianluca Cassese (Università Milano Bicocca)
Real options - Prof. Marc Chesney (University of Zurich)
Time Series Analysis - Prof. Alain Monfort (CREST)
The teaching is held in English, by resident staff as well as by guest professors. More advanced doctoral courses are offered jointly with the other Swiss doctoral schools.
Visiting students may attend doctoral courses for which they will be issued a certificate of attendance.
Advanced PhD courses (Academic year 2009-2010)
Weak Instruments And Weak Identification - Prof Franco Peracchi (University "Tor Vergata", Rome)
Dynamic Asset Pricing - Prof Suleyman Basak (London Business School)
Numerical Methods in Finance - Prof Eckhard Platen (University of Technology, Sydney)
Numerical Methods - Prof Giovanni Barone-Adesi (Swiss Finance Institute, University of Lugano)
Market Microstructure and its Applications - Prof Aditya Kaul (University of Alberta)
Course schedule
Admission procedure for PhD programme:
Send by post the following complete documentation:
- CV and statement of purpose
- Copies of diplomas and transcripts
- 2 reference letters
- Certification of proficiency in English
The first deadline for sending applications is January 31st. An extended, but final, deadline is on March 31st. Admission is very competitive. The programme starts mid-September.
[See. also the SFI official website for complete application information]
For further information, please contact:
Prof. Giovanni Barone-Adesi
Director Institute of Finance
University of Lugano (USI)
Via G. Buffi 13
CH-6900 Lugano
(t) +41 (0)58 666 4753
(f) +41 (0)58 666 4734
(e) giovanni.baroneadesi@usi.ch