Gita Persand is a Lecturer in Finance and currently teaches on the undergraduate degree programmes, having previously taught at the Universities of Bristol and Southampton. She is the module convenor for Financial Modelling and for Introductory Finance.
Gita holds a PhD in Risk Management from the ICMA Centre. Her research is in the areas of financial risk management and financial econometrics, and she has published in various journals including the Journal of Business, Journal of Empirical Finance, Journal of Banking and Finance, Financial Analyst Journal, Journal of Applied Econometrics, andInternational Journal of Forecasting.
A comparison of extreme value theory approaches for determining value at riskProfessor Chris Brooks, Dr Gita Persand, A. D. Clare, J. W. Dalle Molle
Financial Modelling: Provides a rapid introduction to using MS Excel to solve a variety of practical problems related to finance. Many careers in banking and finance now require candidates to...
Introductory Finance/Trading Simulation I
This module aims to provide the student with an overview of the financial system. This will include an overview of the role that the financial system plays in the economy...
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Brooks, C., Clare, A. D., Dalle Molle, J. W. and Persand, G. (2005) A comparison of extreme value theory approaches for determining value at risk. Journal of Empirical Finance, 12 (2). pp. 339-352. ISSN 0927-5398 doi:10.1016/j.jempfin.2004.01.004
Brooks, C. and Persand, G. (2003) The effect of asymmetries on stock index return value-at-risk estimates. Journal of Risk Finance, 4 (2). pp. 29-42. ISSN 1526-5943 doi: 10.1108/eb022959
Brooks, C., Clare, A.D. and Persand, G. (2002) A note on estimating market–based minimum capital risk requirements: a multivariate GARCH approach. The Manchester School, 70 (5). pp. 666-681. ISSN 1467-9957 doi: 10.1111/1467-9957.00319
Brooks, C., Henry, O.T. and Persand, G. (2002) The effect of asymmetries on optimal hedge ratios. Journal of Business , 75 (2). pp. 333-352.
Brooks, C., Clare, A.D. and Persand, G. (2002) An extreme value theory approach to calculating minimum capital risk requirements. Journal of Risk Finance, 3 (2). pp. 22-33. ISSN 1526-5943 doi: 10.1108/eb043485
- Financial risk management
- Financial econometrics