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William Perraudin

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William Perraudin holds the Chair of Finance Professor at Imperial College London,http://www.nber.org/authors/william_perraudin 

specialising in the fields of risk, pricing of debt instruments.


As an expert in the field of risk as applied to financial regulation Professor Perraudin has been a special advisor to the Bank of England[1]

Career

Before moving to Imperial, Professor Perraudin headed the finance group of Birkbeck College, University of London.


Publications

Structured Credit Products Pricing, Rating, Risk Management and Basel II [2] ISBN: 1904339263, ISBN13: 9781904339267

After the Apocalypse: Lessons from the Global Financial Crisis, Demos [3]

Dynamic Default Rates (with Robert Lamb) [4]

Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market (with Paolo Vitale) [5]


Perraudin is an associate editor of:

Education

MA French and History University of Oxford 1977 — 1981

Masters in Applied Mathematics 1995 — 1999

MSc Economics, London School of Economics 1981-1983

PhD Economics from Harvard University Harvard University [6][7]


BBC interview http://news.bbc.co.uk/1/hi/business/7815994.stm</ref>

http://uk.linkedin.com/pub/william-perraudin/7/3b4/777

Risk Management Laboratory, Imperial College http://www3.imperial.ac.uk/riskmanagementlaboratory

http://www.cepr.org/Pubs/new-dps/dplist.asp?dpno=753

http://www3.imperial.ac.uk/people/w.perraudin

http://www.cepr.org/Pubs/new-dps/dplist.asp?dpno=753

http://en.scientificcommons.org/43940082

Risk Control Ltd http://www.riskcontrollimited.com/news.html

References

  1. ^ http://www.bankofengland.co.uk/publications/quarterlybulletin/fs.htm
  2. ^ http://books.global-investor.com/books/20528.htm?ginPtrCode=10202
  3. ^ http://www3.imperial.ac.uk/pls/portallive/docs/1/51483697.PDF
  4. ^ http://www3.imperial.ac.uk/pls/portallive/docs/1/48761701.PDF
  5. ^ http://www.nber.org/authors/william_perraudin
  6. ^ http://www.icmacentre.ac.uk/study_and_research/research_seminars/about_the_speakers_%28l-p%29
  7. ^ http://uk.linkedin.com/pub/william-perraudin/7/3b4/777
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