Currently, Alexander is senior researcher at Macroeconomics Modeling Department of Banco de la República. He studied Economics and did a master in Economic Sciences at Universidad Nacional de Colombia. He also obtained a master degree in Industrial Engineering from the Universidad de los Andes (Colombia) and earned a Ph.D in Computational Finance from the University of Essex (United Kingdom). His current research interests include the development and application of both numerical and econometric methods for the solution of problems in finance and macroeconomics. In particular, he is interested in meshfree computational methods and Bayesian econometrics. Some of his research works have been published in specialized scientific journals (e.g. Journal of Economic, Dynamics and Control, European Journal of Operational Research, and Emerging Markets Review). Currently, he works on the following research topics:
• Macro-finance models, term structure of the interest rates and macroeconomic forecasting.
• Inflation expectations, their measurement and their degree of anchoring.
• Estimation of the default risk from sovereign CDS spreads.
• Early warning indicators, financial cycle, and banking fragility.
• Pricing of American options with stochastic volatility.