Market Models, A Guide to Financial Data Analysis

Carol Alexander is Professor of Risk Management at the ISMA Centre, the Business School of Reading University. Prior to this post, she has held positions in both academia and financial institutions at: Gemente Universiteit in Amsterdam; UBS Phillips and Drew; The University of Sussex; Algorithmics Inc. and Nikko Global Holdings.

Professor Alexander has edited many books, including "Risk Management and Analysis: Measuring and Modelling Financial Risk' and 'New Markets and Products' (John Wiley,1998). For over a decade Professor Alexander has been consulting in risk management and investment analysis, developing solutions for private and commercial clients. She is also a principal of Pennoyer Capital Management, New York (www.pennoyer.net) . She has published a large number of papers in international academic and professional journals and further details are available from her pages on www.ismacentre.rdg.ac.uk.