Gross, David Michael

Research

keywords

Investments and Portfolio Risk Analysis, Fixed Income Securities, Derivative Securities, Corporate Finance

Teaching

courses taught

FNCE 2010 - Quantitative Methods for Finance
Primary Instructor - Spring 2023 / Fall 2023
Study of quantitative approaches to finance. Covers mathematical and statistical topics required for such analysis, including derivatives, optimization, integration, probability, inference, and regression. Students will become proficient in using the tools and applying them to various financial contexts using analytics Excel.
FNCE 3010 - Corporate Finance
Primary Instructor - Spring 2018 / Spring 2022 / Fall 2024
Covers the theory and practices governing the management of capital in a business firm. Examines the determinants of capital requirements, methods of obtaining capital, problems of internal financial management, implications of risk, and methods of financial analysis and valuations.
FNCE 3030 - Investment and Portfolio Management
Primary Instructor - Spring 2018 / Spring 2024 / Fall 2024
Develops modern portfolio theory and applies it to pricing both individual assets and portfolios of assets. Topics include Markowitz portfolio selection model, capital asset pricing model, arbitrage pricing theory, bonds, portfolio performance measurement, and issues of market efficiency. Formerly FNCE 4030. Degree credit not granted for this course and FNCE 3035.
FNCE 4040 - Derivative Securities
Primary Instructor - Spring 2020 / Fall 2021 / Fall 2022
Develops the modern theory of contingent claims in a mathematical framework oriented toward applications. Examines how to use derivatives for risk management and to tailor portfolio payoffs. Provides an in-depth analysis of the properties of options.
FNCE 4835 - Fixed Income Securities
Primary Instructor - Fall 2018 / Spring 2020 / Spring 2021
Provides a working knowledge of fixed income securities, primary and secondary fixed income and interest rate markets, bond credit analysis, credit default swaps and bond portfolio management strategies. The institutional details of government, corporate and municipal fixed income securities and markets will be covered. Also covered will be corporate credit analysis and credit default swaps and, finally, bond portfolio management strategies.

MBAX 6220 - Investment Management and Analysis
Primary Instructor - Fall 2019 / Fall 2020
Covers managing investment portfolios, blending economic theory and evidence with practitioner experience. Topics include understanding risk and return relationships, diversification, portfolio management, various asset classes, popular valuation models (capital asset, arbitrage pricing, and option pricing), aspects of fixed income and performance assessment.

MBAX 6221 - Investment Management & Analysis
Primary Instructor - Fall 2019 / Fall 2020
Covers managing investment portfolios by blending academic theories and evidence with practitioner experience. Topics include risk and return relationships, securities, value theory (capital asset, arbitrage, and option pricing), portfolios, and performance evaluations.

MBAX 6260 - Fixed Income Investing
Primary Instructor - Spring 2019 / Spring 2020 / Spring 2021 / Spring 2022
Fixed income securities are those that nominally promise a fixed stream of payments. They include government and corporate long and short term debt issues that far exceed the amount of corporate stock issues, as well as long term personal debt (i.e.,home mortgages). Develops practical analytical tools for describing risk and return in fixed income securities, the markets where they are traded, and their purchase and management by financial intermediaries. This course will utilize the Bloomberg Lab to provide students with real world fixed income security analysis.

MSBC 5060 - Corporate Finance
Primary Instructor - Fall 2018
Analyzes the implications of modern finance theory for the major decisions faced by corporate financial managers. Develops the basic skills necessary to apply financial concepts to the various problems faced by a firm. Includes capital budgeting, capital structure, long term financing, short term financial management and financial planning topics.

MSBC 5220 - Investment Management & Analysis
Primary Instructor - Fall 2020 / Fall 2023
Covers managing investment portfolios by blending academic theories and evidence with practitioner experience. Topics include risk and return relationships, securities, value theory (capital asset, arbitrage, and option pricing), portfolios, and performance evaluations.

MSBX 5260 - Fixed Income Investing
Primary Instructor - Spring 2023 / Spring 2024
Fixed income securities are those that nominally promise a fixed stream of payments. They include government and corporate long and short term debt issues that far exceed the amount of corporate stock issues, as well as long term personal debt (i.e.,home mortgages). Develops practical analytical tools for describing risk and return in fixed income securities, the markets where they are traded, and their purchase and management by financial intermediaries. This course will utilize the Bloomberg Lab to provide students with real world fixed income security analysis.

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Background

education and training

Ph.D., University of Colorado Boulder 2002
M.B.A., Fordham University 1995
B.A., New York University 1991

VIVO

Positions

Research Areas