Practitioner Journal Articles:

 

1.         Alexander, C. (2003) ‘Common correlation and calibrating the lognormal forward rate model’ Wilmott (March Issue) 68-78    download

2.         Alexander, C. (2003) ‘Operational risk aggregation’ in Operational Risk, April download

3.         Alexander, C. (2002) ‘Rules and models’ Risk 15: 1 S2-S5 download

4.         Alexander, C. (2001) ‘Principles of the skew’ Risk 14: 1  S29- S32    download

5.         Alexander, C. (2001) ‘Taking control of operational risk’ Futures and Options World 366 60-65.

6.          Alexander, C. and J. Pezier (2001) ‘Binomial gammas’ in Operational Risk, April download

7.         Alexander, C. (2001) ‘Taming the skew’ Futures and Options World 367 60-65.

8.         Alexander, C. and R. Thillainathan (1996) ‘The Asian connections’ Emerging Markets Investor, 2:6 42-47

9.          Alexander, C. and A. Johnson (1994) ‘Dynamic links’ Risk 7:2 56-61

10.     Alexander, C. (1994) ‘History debunked’ Risk 7:12 59-63. download

11.     Alexander, C. and I. Giblin (1994) ‘Chaos in the system’ Risk 7:6 71-76  download

1.         Alexander, C. and N. Riyait (1992) ‘The world according to GARCH’ Risk 5:8 120-125

2.         Alexander, C. (1984) ‘Evaluation of index-linked gilts using inflation forecasts’ The Investment Analyst 72 7-12