Nicola Bruti Liberati Prize
The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the Nicola Bruti Liberati Prize which is to be awarded annually for a doctoral thesis in all subjects of Mathematical Finance, such as, but not limited to: Derivative Pricing, Computational Finance, Econometrics and Statistical Methods applied to Finance, Risk Analysis, Portfolio Optimization, Probability Methods in Finance, and Numerical Methods in Finance.
Nicola obtained an undergraduate degree from Bocconi University (2001) in Mathematical Finance. He died in 2007 in a traffic accident in Sydney, while he was completing his PhD thesis at the University of Technology. At that time, he was also cooperating with the Quantitative Finance group of the Department of Mathematics of the Politecnico di Milano.
In order to commemorate Nicola, his family and the Department of Mathematics of the Politecnico di Milano offer an annual prize of €3.000 for the best doctoral thesis to be selected by a Committee appointed by the Bachelier Finance Society.
Theses defended in 2013 and 2014 must be submitted no later than January 31st, 2015.
In accordance with Italian law, we are only allowed to publish the committee members after the deadline for submission is over.
In suitable cases, the Prize Committee will express a recommendation for publication of the prize-winning thesis in a Springer series.
The 2011 Bruti Liberati Prize has gone to Johannes Muhle-Karbe, awarded for his thesis on "Shadow Prices in Portfolio Optimization with Transaction Costs". We would like to congratulate the winner warmly for his achievement. See this link for more information.
The 2012 Bruti Liberati Prize has gone to Martin Klimmek, awarded for his thesis "On inverse problems in mathematical finance". We would like to congratulate the winner warmly for his achievement. See this link for more information.
The 2013 Bruti Liberati Prize has gone to Dylan Possamaï, awarded for his thesis "A Journey through Second-Order BSDEs and other Contemporary Issues in Mathematical Finance". We would like to congratulate the winner warmly for his achievement. See this link for more information.
The 2014 Bruti Liberati Prize for the best PhD in Mathematical Finance is awarded to Thomas Kruse, who is currently a Post-doctoral researcher at the Laboratoire de Mathématiques et Modélisation d'Evry. Thomas studied for his PhD at the University of Bonn under the supervision of Prof. Stefan Ankirchner.
Thomas's thesis covered inverse optimal stopping problems, and control problems motivated by issues in illiquidity. The prize committee was very impressed with both the financial and mathematical contributions of the thesis. We would like to congratulate the winner warmly for his achievement.