About Alexander J. McNeil

Asymptotix is proud to present our adviser on quantitative risk management, Alexander J. McNeil, Maxwell Professor at Heriot-Watt University, Edinburgh, Scotland, UK, School of Mathematical and Computer Sciences, Department of Actuarial Mathematics and Statistics.

Biography:

He was formerly Assistant Professor in the Department of Mathematics at ETH Zurich and has a BSc in mathematics from Imperial College, London and a PhD in mathematical statistics from Cambridge University. His interests lie in the development of mathematical and statistical methodology for integrated financial risk management and include extreme value theory (EVT), risk theory, financial time series analysis and the modelling of correlated risks. He has published papers in leading statistics, econometrics, finance and insurance mathematics journals and is a regular speaker at international risk management conferences. He is joint author, together with Rüdiger Frey and Paul Embrechts, of the book "Quantitative Risk Management: Concepts, Techniques and Tools", published by Princeton University Press in 2005.