Professeurs et Recherche

Valérie Chavez

Coordonnées

Directrice, Professeure ordinaire
Département des opérations

Contact
Valerie.Chavez@unil.ch
Anthropole, bureau 3084
Tél 021.692.34.67

Adresse postale
Université de Lausanne
Quartier UNIL-Chamberonne
Bâtiment Anthropole
1015 Lausanne

Recherches

Axes de recherche

Gestion des opérations

Gestion du risque

Modélisation de dépendance

Modélisation des événements extrêmes

Risque opérationnel

Publications

please refer to the author in unisciences

Curriculum

Formations

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.