About me:

Professor Carol Alexander leads the Finance and Accounting Group at the University of Sussex and is co-editor-in-Chief of the Journal of Banking and Finance. She is also the former Chair of Risk Management of the ICMA Centre at the Henley Business School in Reading and between 2010 – 2012 she was Chair of the Board of PRMIA (Professional Risk Manager's International Association). She holds degrees from the University of Sussex, a PhD in Algebraic Number Theory and an MSc in Econometrics and Mathematical Economics from the London School of Economics.

Carol has held several positions in financial institutions: She was a Fixed Income Trader at UBS/Phillips and Drew; was Academic Director of Algorithmics, a Director at Nikko Global Holdings where she was Head of Market Risk Modelling. She has been a Risk Research Advisor at SAS and 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 definitive four-volume textbook on Market Risk Analysis was published by Wiley in 2008.