Market Risk Analysis, Volume I, Quantitative Methods in FinanceISBN: 978-0-470-99800-7
Hardcover
320 pages
May 2008
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Carol Alexander is a Professor of Risk Management at the
ICMA Centre, University of Reading, and Chair of the Academic
Advisory Council of the Professional Risk Manager’s
International Association (PRMIA). She is the author of Market
Models: A Guide to Financial Data Analysis(John Wiley &
Sons Ltd, 2001) and has been editor and contributor of a very large
number of books in finance and mathematics, including the
multi-volume Professional Risk Manager’s
Handbook(McGraw-Hill, 2008 and PRMIA Publications). Carol has
published nearly 100 academic journal articles, book chapters and
books, the majority of which focus on financial risk management and
mathematical finance.
Professor Alexander is one of the world’s leading authorities on market risk analysis. For further details, see www.icmacentre.rdg.ac.uk/alexander