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 2011, 2012 or 2013 must be submitted no later than January 31st, 2014.
Prof. Emilio Barucci - Politecnico di Milano
Prof. Jean-Pierre Fouque - University of California, Santa Barbara
Prof. David Hobson - University of Warwick
Prof. Jin Ma - University of Southern California, Los Angeles
Prof. Eckhard Platen - University of Technology, Sydney
Prof. Peter Tankov - Ecole Polytechnique, Paris
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.