Skip to main content

Academics launch new books

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

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

You might also like

PhD Student Satchit Sagade published in Bank of England Working Paper

17 December 2012
ICMA Centre PhD student Satchit Sagade recently published a working paper for the Bank of England together with Research Economist for the Bank of England, Evangelos Benos. The paper entitled “High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market”, studies the behaviour of high-frequency traders in the UK equity market and analyses its impact on market quality.
Research news

ICMA Executive Education and CFA Institute Join Forces to Offer Fixed Income and Derivatives Programme

7 April 2009
The International Capital Market Association (ICMA), the ICMA Centre at Henley Business School (University of Reading), and CFA Institute are pleased to announce the introduction of the International Fixed Income and Derivatives (IFID) Certificate Programme to CFA Institute members.

ICMA Centre graduate and senior research fellow publish article in The Moscow Times

17 May 2010
Ian Pryde, a graduate of the MSc International Securities, Investment and Banking in 2000, and Stephen Wells, Senior Research Fellow at the ICMA Centre, Henley Business School have had their article 'Building a Global Finance Center' published in The Moscow Times - Russia's only English Language daily newspaper.