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| Current Students - E. Gourier | |
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Elise Gourier
Nationality: French
Entered Doctoral Program: 2008
Languages
French (native speaker)
English (fluent)
German (good knowledge)
Research Interests
Derivatives pricing
Lévy processes
Financial engineering
Research Papers
Operational risk quantification using extreme value theory and copulas: from theory to practice, with W. Farkas and D. Abbate, The Journal of Operational Risk, vol. 4(3), pp3-26, 2009.
Conferences Attended
September 2008: Risk Day. Presentation of the research paper on operational risk quantification.
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E-mail
Elise.Gourier@sfi-phd.ch
Telephone:
+41 44 634 40 45
Principal Address
Plattenstrasse 22
8032 Zürich
Switzerland.
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Education
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Sept. 2008 - present
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Ph.D. in Finance, Swiss Finance Institute - University of Zurich, Switzerland.
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2006 – 2008
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Master of Advanced Studies in Finance UZH – ETHZ, Switzerland. Specialization Quantitative Finance.
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2004 – 2008
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French Engineering School of Computer Sciences and Applied Mathematics (ENSIMAG), France. Specialization Mathematical Finance.
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Work Experience
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Sep. 2007– Aug. 2008
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Consultant at Deloitte Zurich, in the team Risk and Performance Management Research on operational risk quantification Model validation (derivatives pricing and risk management models)
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Summer 2006
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Internship at Calyon in Paris (trading room, IT department)
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