Dr. Alexander David

Professor

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Biography

Alexander David is the David E. Mitchell Professor of Finance at the Haskayne School of Business, University of Calgary. His research focuses on modeling changes in investors' uncertainty and the impact of economic fundamentals on asset prices. He has developed structural models that provide new methodologies for joint estimation of parameters affecting asset price volatilities and fundamental economic variables. His work has introduced learning frameworks into finance literature, particularly concerning volatility persistence in GARCH models. David's research also addresses the relationship between volatility of stock and Treasury bond valuations and its implications for understanding economic crises. He has published extensively in recognized journals including the Journal of Political Economy and the Review of Financial Studies. He has received numerous awards for his academic contributions, including the Dean's Research Award and the Dean's Teaching Award. Alex has been a member of the American Finance Association and serves as a referee for leading finance journals.

Research Interests

Experience

Professor

2005-07-01 — Present

Haskayne School of Business • Calgary, AB, Canada

Teaching advanced courses in finance and conducting research on economic fundamentals and their impact on asset prices.

Staff Economist

— Present

Federal Reserve Board • Washington, DC, USA

Worked as an economist for several years.

Awards

#

Dean's Research Award

#

Dean’s Teaching Award

#

Killam Resident Fellowship

Courses

FNCE 443 Security Analysis FNCE 667 Financial Risk Management

Requirements for University of Calgary

Master Program
Requirements
GPA Requirement
Required:3.3
IELTS
Listening
Required:6
Reading
Required:6
Writing
Required:6
Speaking
Required:6
Overall
Required:7
TOEFL
Listening
Required:20
Reading
Required:20
Writing
Required:20
Speaking
Required:20
Total
Required:97
GRE General
Verbal
Required:150
Quantitative
Required:159
Analytical Writing
Required:5.5
Overall
Required:5.5
Prerequisites
4-year Bachelor's degree in Computer Science or equivalent 3rd or 4th year course in Theory of Computation 3rd or 4th year course in Software Engineering 3rd or 4th year course in Systems (OS, Compilers, Networking) 3rd or 4th year course in Application (AI, Graphics, Databases)
Application Checklist
  • Unofficial Transcripts
  • Curriculum Vitae
  • Statement of Purpose
  • Two Letters of Reference
Specialization Notes

Department of Computer Science Master's program. GRE scores are expected for international students.