Dr. David Colwell is a Senior Lecturer in the School of Banking and Finance at the University of New South Wales. He holds a PhD in Mathematics (Probability Theory) and a PhD in Finance from the University of Alberta. His research is in the area of continuous-time financial modeling, with applications to portfolio optimization, modeling insider information, and derivatives pricing, including the pricing of options on equities, commodities, interest rates, as well as credit derivatives. In 2009 he received a Dean's Commendation for Contributions to Teaching.