Davis was one of the founding editors of the journal Mathematical Finance. He authored three books on stochastic analysis and optimization. Bibliography ...
May 17, 2020 · Mark passed away in a hospice in London, due to cancer, on March 18, 2020, at the age of 74. For those of us lucky enough to have known Mark, we ...
Mark Herbert Ainsworth Davis was Professor of Mathematics at Imperial College London. He made fundamental contributions to the theory of stochastic processes, stochastic control and mathematical finance. Wikipedia
Born: April 25, 1945
Died: March 18, 2020 (age 74 years), London, United Kingdom
Notable students: Mihail Zervos, Elder Moreira Hemerly, and Oswaldo Luiz do Valle Costa
Books
Empathy: A Social Psychological Approach
1994
Mathematical Finance: A Very Short Introduction
2019
Markov Models & Optimization
1993
Stochastic Modelling and Control
1985
Linear Estimation and Stochastic Control
1977
Metals and Energy Finance: Application of Quantitative Finance Techniques to the Evaluation of Minerals, Coal and Petroleum Projects
2018
Aug 30, 2021 · Mark H. A. Davis was one of the most inspirational and influential scientific leaders in both fields of stochastic optimization and ...
Semantic Scholar profile for Mark H. A. Davis, with 598 highly influential citations and 174 scientific research papers.
Mark Herbert Ainsworth Davis. MathSciNet. Ph.D. University of ... According to our current on-line database, Mark Davis has 11 students and 32 descendants.
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Illuminating pricing theory, Mark Davis explains its applications to interest rates, credit trading, fund management and risk management. He concludes with a ...
Oct 14, 2021 · Mark H. A. Davis was one of the most inspirational and influential scientific leaders in both fields of stochastic optimization and mathematical ...
Apr 16, 2020 · It is with great sadness that we announce that Mark H.A. Davis passed away in March 2020. He lost a difficult, nine-month-long battle with ...
Abstract. This Special Issue of Mathematical Finance celebrates the memory of Mark H. A. Davis, one of the founding editors of the journal, and his numerous ...