Dr. Alexander Sokol

Alexander Sokol is a founder of Numerix, a leading derivatives and risk analytics vendor, and CompatibL, a Numerix implementation and custom development partner. Alexander’s research interests include CVA and wrong way risk modeling. He is the author of “A Practical Guide to Monte Carlo CVA”, published in “Lessons from the Financial Crisis” edited by Arthur M. Berd (Risk Books, 2010). Alexander holds a PhD from the Landau Institute for Theoretical Physics.