Bruti-Liberati Visiting Fellowship
he Bruti-Liberati Visiting Fellowship Fund provides funding for an outstanding researcher, no more than 12 years post-PhD, to visit UTS for a period of up to six weeks to work in the area of quantitative finance. The recipient will usually be invited to present the Nicola Bruti-Liberati Lecture at the annual Quantitative Methods in Finance (QMF) conference and will be expected to publish a research paper in a leading international journal acknowledging the visit.
The Bruti-Liberati Visiting Fellow is selected by a committee at the School of Finance and Economics and the Quantitative Finance Research Centre.
Support for the Fund
Friends of Dr Bruti-Liberati and others interested in supporting outstanding research in Quantitative Finance are invited to contribute to the Fellowship Fund. Donations to the Fund via UTS are tax deductible and gratefully acknowledged.
Dr Nicola Bruti-Liberati
Nicola Bruti-Liberati was a Senior Research Associate in the UTS School of Finance and Economics, specialising in mathematical and computational finance and numerical methods for stochastic differential equations.
Nicola died tragically in a traffic accident on his way to work on 28 August 2007, aged 32.
Born in Milan, Italy, Nicola became interested in Quantitative Finance during his tertiary education. In March 2001 he was awarded the Laureat in Economics and University Medal from Bocconi University, Milan. Nicola then travelled to New York where he completed a Master of Arts in Mathematics of Finance at Columbia University.
In 2002, Nicola came to UTS to commence his PhD on "Numerical Methods for the Solution of Stochastic Differential Equations with Jumps in Finance" at the Quantitative Finance Research Centre. His supervisor, Professor Eckhard Platen, became his mentor and friend. While at UTS, Nicola made many friends, published a large number of excellent papers and became internationally known in the field as a talented researcher.
Nicola submitted his PhD thesis in April 2007, receiving outstanding evaluations from his examiners. In May 2008 he posthumously received the Chancellor's Award for the best PhD thesis at UTS in 2007.
The world of quantitative financial research is significantly poorer for the premature loss of this talented and hard working young researcher. His modest and friendly nature will be greatly missed and fondly remembered by his colleagues, family and friends.
A conference dedicated to Nicola Bruti Liberati, organized by the Department of Mathematics at the Politecnico di Milano, was be held in Milano January 29-30 2009. Click here for further information.
Edmondo and Teresa Bruti Liberati
The Faculty of Business at UTS
The Quantitative Methods in Finance Conference
The Quantitative Finance Research Centre at UTS
The School of Finance and Economics at UTS
Eckhard and Katrin Platen
The Department of Mathematical Sciences at UTS
HEARNE Scientific Software
Maria Carla Galavotti
Jackie and Massimo Piccardi
Nicola Bruti-Liberati Visiting Fellows
Associate Professor Constantinos Kardaras from Boston University, USA - 2008.
Associate Professor Andrea Roncoroni from ESSEC, Paris - 2009.
Associate Professor Martino Grasselli from the University of Padova, Italy - 2010
Dr Jan Obloj from the University of Oxford, UK - 2011
Professor Francesca Biagini from The Ludwig Maximilian University of Munich, Germany 2012
Dr Johaness Ruf will be the 2013 Nicola Bruti-Liberati Visiting Fellow