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Academics launch new books

The ICMA Centre is pleased to announce the launch of new books by Professor Carol Alexander and Ir Ubbo Wiersema.

Professor Alexander, highly acclaimed author, and Chair of Financial Risk Management and Director of Research at the Centre has published four new interlinked volumes on Market Risk Analysis: Quantitative Methods in Finance; Practical Financial Econometrics; Pricing, Hedging and Trading Financial Instruments; Value at Risk Models.

The understanding of virtually every concept or formula is consolidated with a practical, numerical example or a longer, empirical case study. Nearly all are contained in interactive Excel spreadsheets on the CD-ROM. Alexander has developed a new concept in publishing, allowing course tutors to adopt all the contents of the CD-ROMs - including approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies - for their own teaching purposes*. Carol Alexander's knowledge of the industry provides unique insight to the relevant practical challenges facing market risk analysts working in the profession.

Ir Wiersema's book 'Brownian Motion Calculus' provides students without a strong mathematical background with an accessible introduction to the subject including examples of its use in mathematical finance e.g pricing of derivatives. Wiersema assumes only a basic knowledge of calculus and probability and guides the student through the book with examples and exercises (complemented by the website/disk). Wiersema has been teaching the subject for many years and the book is based on his tried and tested course notes.

Coming soon...

Professor Chris Brooks' second edition of his highly acclaimed 'Introductory Econometrics for Finance' will be out later this year.

Published 26 April 2008

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