Sep 28, 2019 3:00 PM
Registration deadline: Sep 28, 2019

Risk Management for Cryptocurrency Portfolios

by Professor Carol Alexander | Online

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Prof. Carol Alexander

Carol Alexander is Professor of Finance at Sussex and Co-Editor of the Journal of Banking and Finance. Prior academic appointments were as Chair of Financial Risk Management at the ICMA Centre in the Henley Business School at Reading (1999 – 2012) and lecturer in Mathematics and Economics at the University of Sussex (1985 – 1998). 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. 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. Her latest interests focus on Blockchain and Cryptocurrencies and her forthcoming book (with Douglas Cumming, FAU) is another Wiley text on Corruption and Fraud in Financial Markets.

Registration deadline: Sep 28, 2019

Registration form

Session joining details will be emailed to all registrants. Complete the following form to register.