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Mathematics | Nicola Bruti Liberati Prize

Nicola Bruti Liberati Prize

The Bachelier Finance Society, and the Dipartimento di Matematica - Politecnico di Milano, in cooperation with Springer, are proud to announce the Nicola Bruti Liberati Prize which is to be awarded annually for one doctoral thesis in all subjects of Mathematical Finance

The Bachelier Finance Society, and the Dipartimento di Matematica - Politecnico di Milano, in cooperation with Springer, are proud to announce the Nicola Bruti Liberati Prize which is to be awarded annually for one 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, Numerical Methods in Finance.

Nicola Bruti Liberati 

Nicola obtained an undergraduate degree from Bocconi University (2001) in Mathematical Finance. He died in 2007 in a traffic accident in Sydney, while still completing his PhD thesis at the University of Technology - Sydney. At that time, he was also cooperating with the Quantitative Finance group of the Dipartimento di Matematica - Politecnico di Milano.
In order to commemorate Nicola, the family, and the Dipartimento di Matematica - 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

Nicola Bruti Liberati Prize 2011 winner: Johannes Muhle-Karbe 

On May 22, 2012, Prof. Emilio Barucci officially announced the winner of the first edition of the Nicola Bruti Liberati Prize 2011.
The 2011 winner is Johannes Muhle-Karbe, awarded for his thesis on Shadow Prices in Portfolio Optimization with Transaction Costs. Johannes took his PhD in mathematics under the supervision of Jan Kallsen at TU Muenchen, in April 2009. He is working now as Assistant Professor for Mathematical Finance at ETH Zuerich.
The ceremony was held at Politecnico di Milano, at the presence of the Nicola Bruti Liberati family (the parents), the Politecnico di Milano representatives (Emilio Barucci, Sandro Salsa and Piercesare Secchi), and Springer Italia (Francesca Bonadei, responsible Editor).

2012 Call for Nicola Bruti Liberati Prize (by January 31st, 2013) 

The Bachelier Finance Society, and the Dipartimento di Matematica - Politecnico di Milano, in cooperation with Springer, are proud to announce the 2012 call of the Nicola Bruti Liberati Prize which is to be awarded annually for one 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 Theses defended in 2011/2012 must be submitted not later than January 31st, 2013.
The best theses will be evaluated by an International Scientific Committee composed as follows: Thaleia Zariphopoulou (chairperson), Emilio Barucci, Jean-Pierre Fouque, Martin Schweizer, Nizar Touzi.
In suitable cases, the Prize Committee will express a recommendation for publication of the prize-winning thesis in a Springer series.