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Bruti-Liberati Visiting Fellowship

The 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.

To donate, please use the online donation form (Select or contact the option- Business: Bruti Liberati Endowed Scholarship Associate Professor Gerhard Van de Venter or Professor Eckhard Platen at the UTS BUsiness School of the Finance Discipline for more information.

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.

Sponsors

Edmondo and Teresa Bruti Liberati

Ellie Suh

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

Christina Nikitopolous-Sklibosios

The Department of Mathematical Sciences at UTS

HEARNE Scientific Software

Eugenie Marcantoni

Maria Carla Galavotti

Angelo Benessia

Enid Charlton

The MathWorks

Jackie and Massimo Piccardi

Andrea Roncoroni


Nicola Bruti-Liberati Visiting Fellows

2008 Associate Professor Constantinos Kardaras from Boston University, USA

2009 Associate Professor Andrea Roncoroni from ESSEC, Paris 

2010 Associate Professor Martino Grasselli from the University of Padova, Italy  

2011 Dr Jan Obloj from the University of Oxford, UK
 
2012 Professor Francesca Biagini
from The Ludwig Maximilian University of Munich, Germany  

2013 Dr Johannes Ruf from the University of Oxford, UK  

2014 Dr Samuel Cohen from the University of Oxford, UK

2015 Dr Yu-Jui Huang from Dublin City University