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Valérie Chavez

Contact

Full Professor
Department of Operations


Contact
Valerie.Chavez@unil.ch
Anthropole, room 3084
Tel 021.692.34.67

Postal address
Université de Lausanne
Quartier UNIL-Chamberonne
Bâtiment Anthropole
1015 Lausanne

Teaching

master Forecasting II
Related programmes
Maîtrise universitaire ès Sciences en management, Orientation Behaviour, Economics and Evolution
Master of Science (MSc) in Management, Orientation Business Analytics
Master of Science (MSc) in Management, Orientation Strategy, Organization and Leadership
Master of Science (MSc) in Management, Orientation Marketing
master Risk Analytics
Related programmes
Master of Science (MSc) in Management, Orientation Business Analytics
Master of Science (MSc) in Management, Orientation Strategy, Organization and Leadership
Master of Science (MSc) in Management, Orientation Marketing
Maîtrise universitaire ès Sciences en management, Orientation Behaviour, Economics and Evolution
bachelor Statistique I
Related programmes
Bachelor of Science (BSc) in Management
Bachelor of Science (BSc) in Economics
Bachelor (BSc) in Economic Sciences

Research

Research areas

Dependence modeling

Extremal events modeling

Operational risk

Operations management

Risk management

Assistants

Maximilian Aigner
maximilian.aigner@unil.ch
Tel: (021 692) 3466
Room: ANT3087

full description
  Fabien Baeriswyl
fabien.baeriswyl@unil.ch
Tel: (021 692) 34.66
Room: ANT 3087

full description
 
Juraj Bodik
juraj.bodik@unil.ch
Tel: (021 692) 61.15
Room: ANT 3091

full description
  Ilana Cohen
Ilana.Cohen@unil.ch



 
Luca Giacobbi
luca.giacobbi@unil.ch



  Andrea Jungo
andrea.jungo@unil.ch



 
Linda Mhalla
linda.mhalla@unil.ch
Tel: (021 692) 3466
Room: ANT 3087

  Daniel Szenes
daniel.szenes@unil.ch



 

Publications


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please refer to the author in unisciences


Curriculum

Education

Short bio
Valérie Chavez-Demoulin holds a Master degree in Mathematics of EPFL. Following her PhD in Mathematics at EPFL, she obtained a Marie Heim-Vöglin grant for a postdoctoral position in collaboration with the SLF in Davos. Afterwards she has been a research fellow at the Department of Mathematics at ETH, Zurich. Aside from her research, she has been the quantitative risk manager for a Hedge Fund for 3 years. She is member of the RiskLab, ETH, Zurich and is an elected member of ISI (the International Statistical Institute) and of the Bernoulli Society for Mathematical Statistics and Probability.


 
 
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