Professor Carol Alexander
New MSc programme
Just started processing applications for September 2013 entry
We are seeking top-class students with a first degree in Mathematics, Physics, Engineering, Economics or Finance. We have a fabulous faculty (including myself) and the fees are going to be very affordable for the lucky few.
Carol Alexander is a Professor of Finance and Head of the Business and Management Department at the University of Sussex and co-editor-in-Chief of the Journal of Banking and Finance, with Ike Mathur. She holds degrees from the University of Sussex (BSc First Class, Mathematics with Experimental Psychology; PhD Algebraic Number Theory) and the London School of Economics (MSc Econometrics and Mathematical Economics). She has an Honorary Professorship at the Academy of Economic Studies in Bucharest, Romania.
From 1985 – 1998 Carol was lecturer in Mathematics and Economics at the University of Sussex. From 1999 – 2012 she was Chair of Risk Management at the ICMA Centre in the Henley Business School at Reading. From 2010 – 2012 Carol was Chair of the Board of PRMIA (Professional Risk Manager's International Association). From 1995 – 2004 she worked half-time as an academic and half-time in the finance industry.
Carol has held the following positions in financial institutions: Fixed Income Trader at UBS/Phillips and Drew (UK); Academic Director of Algorithmics (Canada); Director of Nikko Global Holdings and Head of Market Risk Modeling (UK); Risk Research Advisor, SAS (USA). She also acts as an expert witness and consultant in financial modelling.
She publishes widely on a broad range of topics, including: volatility theory; option pricing and hedging; trading volatility; hedging with futures; alternative investments; random orthogonal matrix simulation; game theory and real options. She has written and edited numerous books in mathematics and finance and published extensively in top-ranked international journals. Her four-volume textbook on Market Risk Analysis (Wileys, 2008) is the definitive guide to the subject.
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