The Bachelier Finance Society and the Department of Mathematics of the Politecnico di Milano, in cooperation with Springer, are proud to announce the Seventh Nicola Bruti Liberati Prize which is to be awarded for a doctoral thesis defended in 2016-2017 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 Euro 3.000 for the best doctoral thesis to be selected by a Committee appointed by the Bachelier Finance Society. In suitable cases, the Prize Committee will express a recommendation for publication of the prize-winning thesis in a Springer series.
The 2017 Bruti Liberati Prize for the best PhD in Mathematical Finance is awarded to Roman Gayduk, holding a PHD from the University of Michigan with the thesis ''Game-theoretic approach for modeling market microstructure''.
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