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Enron Mail |
Hi Richard, I am writing to let you know of the next joint Lepus and ISDA monthly event. If you or any of your colleagues would like to attend, the details are as follows: Date: Monday 10th September 2001 Time: 6:30PM to 7:30PM followed by cocktails Topic: Bayesian methods for measuring and managing Operational Risk Presented By: Professor Carol Alexander Chair of Risk Management ISMA Centre University of Reading Hosted by: ISDA 1 New Change London EC4M 9QQ Presenter Summary: Carol Alexander is full Professor and Chair of Risk Management at the ISMA Centre, the Business School of Reading University. She has been a Director and Head of Market Risk Modelling for Nikko Global Holdings and Academic Director of Algorithmics Inc. She obtained her PhD in Algebraic Number Theory. Since 1990 Carol has developed many models of risk management and investment analysis through consulting, training and research. Consultancy experience includes building the first generation GARCH models, volatility trading models, design and construction of fund management software based on cointegration, internal VaR models, orthogonal GARCH implementation, and spot-futures arbitrage models. Professor Alexander also designs commercial software for risk management, portfolio management and trading. She is a principal of Pennoyer Capital Management, New York. Registration Instructions: To register for this event, please reply to this email including your Name, Title, Company, Address, and Telephone Number in the body of your message.
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