Professeurs et Recherche

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

this section is under maintenance

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.