Prof Alexander McNeil

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I am Maxwell Professor of Mathematics in the Department of Actuarial Mathematics and Statistics at Heriot-Watt University. I was formerly Assistant Professor in the Department of Mathematics at ETH Zurich. I have a BSc in mathematics from Imperial College, London and a PhD in mathematical statistics from Cambridge University. I have published papers in leading statistics, econometrics, finance and insurance mathematics journals and am a regular speaker at international risk management conferences. I am 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.

Last modified: 

19/12/2013 - 22:54