|
|
 |
 |
Vladimir Belitsky, Ph.D.
Associate Professor at the Department of Statistics of the Institute of
Mathematics and Statistics at the University of São Paulo, São Paulo, Brazil.
Ph. D. in Applied Mathematics from Technion, The Israel Institute of Technology.
The principal professional activities:
RESEARCH in the area of Stochastic Processes and Statistics.
CURRENT MAIN RESERACH INTERESTS:
Heterogeneous interacting agent models of socio-economic phenomena;
Extreme Value Theory and Copulas with application to modeling Operational and Credit Risks.
TEACHING of undergraduate and graduate courses in Statistics, Probability Theory and their
applications at the University of São Paulo.
ADVISORY of companies and financial institutions (mainly in respect to pricing financial
derivatives and analysis of risk).
|
|
|
