Carol AlexanderProfessor at University of Sussex
Carol Alexander is an expert in crypto asset and derivatives markets, financial risk analysis, high-frequency data analysis, blockchains, pricing and hedging financial instruments, volatility analysis, investment strategies, benchmarking and portfolio management. She has had a dual career in both industry and as an academic and is currently Professor of Finance at the University of Sussex and Visiting Professor at Peking University Business School. She has also edited the Journal of Banking and Finance since 2013 but will be stepping down after ten years at the end of 2022.
Throughout her corporate and academic careers Carol has designed and implemented mathematical models for pricing, trading, hedging and risk assessment for numerous asset management, exchange, banking and legal clients such as Credit Agricole Asset Management, New York Stock Exchange, Intercontinental Exchange and the FTX.US Exchange. Carol has held corporate roles as a Director and Head of Market Risk Modelling for Nikko Securities; as Academic Director of Algorithmics Inc., and Risk Research Advisor for SAS software. She also acts as an expert witness, most recently for White and Case in Washington DC.
Carol is a member of the Advisory Board for the Fields Institute Centre for Financial Industries, the Louis Bachelier and the Philip Leverhulme prize committees, the FT Wilshire digital assets advisory group and its taxonomy working group, and she is an affiliated academic consultant to Fideres Partners LLP and to Coinstrats in London. She appears regularly in the media, most recently about cryptocurrencies and other digital assets such as non-fungible tokens. She has put some recorded lectures on her own YouTube channel and her lecture notes from many past university courses are available on coalexander.com.
Carol is the author of the best-selling textbook “Market Models” and of the four-volume textbook series Market Risk Analysis. Her latest textbook “Corruption and Fraud in Financial Markets” was edited with Douglas Cumming. All these books are published by Wiley. She has also edited many other books – for these and her academic papers and industry publications, see coalexander.com.
She holds a BSc in Mathematics with Experimental Psychology and a PhD in Algebraic Number Theory from the University of Sussex, and an MSc in Mathematical Economics and Econometrics from the London School of Economics and Political Science.