Dr. Alexander, Carol
Carol is Professor of Risk Management and
Director of Research at the ICMA Centre,
University of Reading, Reading, UK. Her current
research interests are in continuous and
discrete time volatility and correlation analysis,
hedge funds, option pricing and hedging.
Prior to this post, Carol held positions in both
academia and financial institutions at: Gemente
Carol is Professor of Risk Management and
Director of Research at the ICMA Centre,
University of Reading, Reading, UK. Her current
research interests are in continuous and
discrete time volatility and correlation analysis,
hedge funds, option pricing and hedging.
Prior to this post, Carol held positions in both
academia and financial institutions at: Gemente
| Risk Knowledge Network, Inc. |
Risk Who's Who™
Universiteit in Amsterdam; UBS Phillips and Drew; The U. of Sussex (in
Mathematics and Economics); Algorithmics Inc. (Academic Director) and
Nikko Global Holdings (Director).
Since 1990 the professional side of Carol’s career has focused on
developing mathematical models for risk management and investment
analysis. Most of her consultancy work involves the design of software for
risk management, portfolio optimization and trading.
Carol has published numerous papers in international academic and
professional journals. She is Co-Editor of the acclaimed PRMIA
Professional Risk Manager’s Handbook and PRMIA's new series of Risk
Management texts published by McGraw-Hill. She has edited several other
books, and is author of the best selling text book Market Models: A Guide to
Financial Data Analysis (Wiley '01). Her new four volume comprehensive
textbook on Market Risk Analysis will be published by Wiley in April '08.
Carol holds a honorary professorship at the Academy of Economic Studies
in Bucharest and is Chair of the PRMIA Academic Advisory Council.
Carol holds a BSc in Mathematics with Experimental Psychology and a
PhD in Algebraic Number Theory from the U. of Sussex, and an MSc in
Econometrics and Mathematical Economics from the LSE.
Mathematics and Economics); Algorithmics Inc. (Academic Director) and
Nikko Global Holdings (Director).
Since 1990 the professional side of Carol’s career has focused on
developing mathematical models for risk management and investment
analysis. Most of her consultancy work involves the design of software for
risk management, portfolio optimization and trading.
Carol has published numerous papers in international academic and
professional journals. She is Co-Editor of the acclaimed PRMIA
Professional Risk Manager’s Handbook and PRMIA's new series of Risk
Management texts published by McGraw-Hill. She has edited several other
books, and is author of the best selling text book Market Models: A Guide to
Financial Data Analysis (Wiley '01). Her new four volume comprehensive
textbook on Market Risk Analysis will be published by Wiley in April '08.
Carol holds a honorary professorship at the Academy of Economic Studies
in Bucharest and is Chair of the PRMIA Academic Advisory Council.
Carol holds a BSc in Mathematics with Experimental Psychology and a
PhD in Algebraic Number Theory from the U. of Sussex, and an MSc in
Econometrics and Mathematical Economics from the LSE.
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