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Olivier Scaillet

Visiting Faculty

Contact address :

Bd du Pont d'Arve, 40
CH - 1211 Geneve 4
+41223798816
olivier [dot] scaillet [at] unige [dot] ch

Main affiliations

GFRI Universite de Geneve and Swiss Finance Institute

Member of

CEB

Education

January 1996 : Ph. D. Thesis from Université Paris IX Dauphine, U.F.R. Mathématiques de la décision.

1993 - 1994 : DEA MASE (Mathématiques Appliquées aux Sciences Economiques), Université Paris IX Dauphine.

1991 - 1993 : Master in statistics, Université Libre de Bruxelles (ULB).

1986 - 1991 : Business degree (Ingénieur de gestion), Ecole de Commerce Solvay, ULB.

Short bio

Olivier Scaillet, Belgian, is professor of finance and statistics at the University of Geneva and has a senior chair at the Swiss Finance Institute. He holds both a master and Ph.D. from University Paris IX Dauphine in applied mathematics. Professor Scaillet's research expertise is in the area of derivatives pricing, econometric theory and econometrics applied to finance and insurance. He has published several papers in leading journals in econometrics and finance, and co-authored a book on financial econometrics. He has been one of the winners of the bi-annual award for the best paper published in the Journal of Empirical Finance on the topic of quantitative risk management and of the Banque Privée Espirito Santo award prize on the topic of mutual fund performance. He is also associate editor of the Journal of Business and Economic Statistics of the American Statistical Association and associate editor of the journal Econometric Theory. He is a long term advisor for the research teams of BNPParibas located in Paris and London.

Selected works

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