An Introduction to Value-At-Risk, Fourth Edition

ABOUT THE AUTHOR

Moorad Choudhry is Head of Treasury at KBC Financial Products in London. He joined there from JPMorgan Chase Bank, where he was a vice-president in Structured Finance Services sales and marketing. Prior to that he was a sterling proprietary trader in the Treasury division at Hambros Bank Limited, and at ABN Amro Hoare Govett Sterling Bonds Limited where he ran the short-dated gilts and money markets desk. He began his City career at the London Stock Exchange in 1989. He was educated at Claremont Fan Court school in Esher, Surrey, the University of Westminster, University of Reading, Henley Management College and Birkbeck, University of London.

DrChoudhryisaVisitingProfessorattheDepartmentofEconomics, London Metropolitan University, a Visiting Research Fellow at the ICMA Centre, University of Reading, a Senior Fellow at the Centre for Mathematical Trading and Finance, Cass Business School, a Fellow of the Global Association of Risk Professionals, a Fellow of the Institute of Sales and Marketing Management, and a Fellow of the Securities and Investment Institute.