Practitioner Journal Articles

  1. Alexander, C. (2003) ‘Common correlation and calibrating the lognormal forward rate model’ Wilmott (March Issue) 68-78 download
  2. Alexander, C. (2003) ‘Operational risk aggregation’ in Operational Risk, April download
  3. Alexander, C. (2002) ‘Rules and models’ Risk 15: 1 S2-S5 download
  4. Alexander, C. (2001) ‘Principles of the skew’ Risk 14: 1 S29- S32   download
  5. Alexander, C. (2001) ‘Taking control of operational risk’ Futures and Options World 366 60-65.
  6. Alexander, C. and J. Pezier (2001) ‘Binomial gammas’ in Operational Risk, April download
  7. Alexander, C. (2001) ‘Taming the skew’ Futures and Options World 367 60-65.
  8. Alexander, C. and R. Thillainathan (1996) ‘The Asian connections’ Emerging Markets Investor, 2:6 42-47
  9. Alexander, C. and A. Johnson (1994) ‘Dynamic links’ Risk 7:2 56-61
  10. Alexander, C. (1994) ‘History debunked’ Risk 7:12 59-63. download
  11. Alexander, C. and I. Giblin (1994) ‘Chaos in the system’ Risk 7:6 71-76 download
  12. Alexander, C. and N. Riyait (1992) ‘The world according to GARCH’ Risk 5:8 120-125
  13. Alexander, C. (1984) ‘Evaluation of index-linked gilts using inflation forecasts’ The Investment Analyst 72 7-12