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 or contact Professor Tony Hall or Professor Eckhard Platen at the UTS School of Finance and Economics 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.

Nicola Bruti-Liberati's webpage

Nicola Bruti-Liberati's Chancellor's Award

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

Eckhard and Katrin Platen

Nicola Bruti-Liberati Visiting Fellows

Associate Professor Andrea Roncoroni from ESSEC Paris will visit the QFRC as the first Nicola Bruti-Liberati Visiting Fellow in 2008.