Risk Management and Analysis, Volume 1 by Carol Alexander

Risk Management and Analysis, Volume 1 by Carol Alexander

This revised edition concentrates on the techniques of risk measurement and their implementation in the management of risk. It is developed from the first edition, "Handbook of Risk Management and Analysis", with five new chapters.

"In what started as a second edition of the well received Handbook of Risk Management and Analysis, Carol Alexander has taken up the challenge of the increasing complexity of today's markets by selecting additional material to cover new aspects of risk modelling and new products, hence the present two volume editionAs before, the authors are well known not only for their mastery of the subject matter but also for their expository skills. Sound theories and tried methods are explained; new markets and products are clearly described. This is essential reading for the growing community of quantitatively-minded risk managers."
—Dr Jacques Pézier, September 1998

Carol Alexander obtained her PhD in Algebraic Number Theory, then worked at the Gemente Universiteit in Amsterdam and at UBS Phillips and Drew in London before joining the Mathematics Faculty of the University of Sussex in 1985. She holds a BSc in Mathematics with Experimental Psychology and an MSc in Econometrics and Mathematical Economics from the London School of Economics. Since 1990 Dr Alexander has been consulting, training, speaking at conferences, writing books and articles, and developing software in the areas of risk management and investment analysis. In 1996 she became the academic director of Algorithmics Inc (part-time) and in 1998 she eventually left the academic world to join Nikko Global Holdings as Director and Head of Market Risk Modelling. However, she retains a visiting fellowship at the University of Sussex. She has developed a number of computer programs and software packages for Risk and Investment analysis based on time series techniques. One of these was the winner of the first International Non-Linear Financial Forecasting Competition in 1997. Another used the concept of cointegration to build long-term index tracking tools for fund management, and long-short strategies for portfolio hedging. A third software module is based on her original research, using orthogonal factors to produce large Garch covariance matrices for factor models.

SKU	Unavailable
ISBN 13	9780471979579
ISBN 10	0471979570
Title	Risk Management and Analysis, Volume 1
Author	Carol Alexander
Series	Wiley Series In Financial Engineering
Condition	Unavailable
Binding Type	Hardback
Publisher	Wiley
Year published	1998-11-12
Number of pages	304
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.