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RMS Research : Interview of Mark Davis, part 2.

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RMS Research :

Mark DAVIS is a Mathematics research professor at Imperial College London and he is specialised in stochastic analysis and financial mathematics, in particular in credit risk models, pricing in incomplete markets and stochastic volatility. During the last Scientific Committee meeting of the 2010-2011 academic year, Mark DAVIS joined this committee as a new member. His arrival will bring a new perspective towards the development of research activities at the school. He is the author of several articles, books and other contributions such as: Large portfolio credit risk modelling in the International Journal of Theoretical and Applied Finance, Negative Libor rates in the swap market model in Finance and Stochastics, The range of traded option prices, inMathematical Finance etc…
This first visit gave Reims Management School the opportunity to film a short with him in which he describes his academic career and gives his personal vision of the future developments of academic research.