Education
Davis obtained his Doctor of Philosophy in 1971 at University of California Berkeley under the supervision of Pravin Varaiya.
mathematician university professor
Davis obtained his Doctor of Philosophy in 1971 at University of California Berkeley under the supervision of Pravin Varaiya.
From 1995 to 1999 he was Head of and Product Development at Tokyo-Mitsubishi International, leading a front-office group providing pricing models and risk analysis for fixed income, equity and cr-related products. In 2002, he was awarded the Naylor Prize by the London Mathematical Society for his "contributions to stochastic analysis, stochastic control theory and mathematical finance" and delivered a lecture titled Optimal investment with randomly terminating income. He was a founding co-editor of the journal Mathematical Finance (1990-1993) and is currently an associate editor of Quantitative Finance.
He is the author of three books on stochastic analysis and optimization.