David Colwell

Dr David Colwell is a Senior Lecturer at the University of New South Wales' School of Banking and Finance, Business School. He holds dual PhDs in Mathematics (probability theory) and Finance, alongside an MSc and BSc in Mathematics from Simon Fraser University.

• PhD in Finance, University of Alberta
• PhD in Mathematics, University of Alberta
• MSc in Mathematics, Simon Fraser University
• BSc in Mathematics, Simon Fraser University

His research focuses on continuous-time financial modeling, particularly portfolio optimization, insider information modeling, and derivatives pricing for equities, commodities, interest rates, and credit derivatives. He has supervised/co-supervised 11 PhD, 4 master’s, and 9 honours students.

Recent publications address regime-switching credit risk, natural gas market dynamics, and Markov chain applications. Awards include the 2009 Dean’s Commendation for Contributions to Teaching.

He teaches advanced courses in derivatives, fixed income securities, and continuous-time finance, including FINS3635, FINS3636, FINS5535, FINS5536, and FINS5591.