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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 modeling

Extremal events modeling

Operational risk

Operations management

Risk management

Publications




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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