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Open enrollment period for the course on Risk Management (by Carol Alexander)
12 September, 2016 - 14 September, 2016
From 12 to 14 September 2016 the Department of Economics of the University of Cantabria is celebrating a training curse entitle “Risk Management” given by Carol Alexander, Professor of Finance at the University of Sussex (UK).
The course will be held at the Faculty of Economics and Business with tuition free and limited places. The members of the university community interested in attending to the course should send an abbreviated CV (maximum one page) to the following email address with the subject “Course Prof. Carol Alexander”), email@example.com. Admitted persons will receive an email before 6 September.
Carol Alexander is a Professor of Finance at the University of Sussex and Managing Editor of the Journal of Banking and Finance, with Geert Bekaert. 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 has an Honorary Professorship at the Academy of Economic Studies in Bucharest, Romania. In addition, she has held the following 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.
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.
This course is part of the activities of the research project “New methods for the empirical analysis of the financial markets” financed by the Santander Financial Institute (SANFI) within the strategic line of the SANFI called Global Markets. This research project is led by Professor Oliver Linton (University of Cambridge) and has as coordinators Professors Juan Rodriguez-Poo (University of Cantabria) and Francisco Peñaranda (City University of New York). Specifically, the objective of this research project is mainly focused on the development of new techniques of estimation of application both in the valuation of financial assets and in the management of risks and portfolios.