Prof. Carol Alexander
Affiliated Academic Consultant
Carol Alexander is Professor of Finance at Sussex and co-editor-in-Chief of the Journal of Banking and Finance, with Geert Bekaert (Columbia). 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 also has an Honorary Professorship at the Academy of Economic Studies in Bucharest, Romania. Carol has also held several 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. From 2010 – 2012 Carol was Chair of the Board of PRMIA (Professional Risk Manager's International Association). 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.