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.
Admission procedure for PhD program
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. Fabio Trojani / Prof. Patrick Gagliardini
The teaching is held in English, by resident faculty 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 2011 - 2012)
Econometrics of Pricing and Macro Finance - Prof Alain Monfort (CREST)
Bayesian methodology and MCMC simulation - Prof Antonietta Mira
Empirical Asset Pricing II - Prof Alberto Plazzi
Topics in Dynamic Asset Pricing - Prof Antonio Mele
The Econometric Analysis of Mixed Frequency Data with Macro/Finance Applications - Prof Eric Ghysels (University of North Carolina)
Unanswered Questions in Finance - Prof. Randall Morck (University of Alberta - Canada)
Workshop
Course schedule
Autumn-Winter Semester 2011-12
(NOTE: all courses are held in room 251, except where indicated otherwise)
Admission procedure for PhD program:
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 program starts mid-September.
[See. also the SFI official website for complete application information]
For further information, please contact:
Ms. Katia Muè
Program coordinator
University of Lugano (USI)
Via G. Buffi 13
CH-6900 Lugano
(t) +41 (0)58 666 4752
(f) +41 (0)58 666 4734
(e) katia.mue@usi.ch