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Valérie Chavez
Contact
|
Director,
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 |
Research
Research areas
Dependence modelingExtremal events modeling
Operational risk
Operations management
Risk management
Publications
Curriculum
Education
Short bioValérie 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.
