Biography - Mark Davis
Biography - Mark Davis
May 1999
Mark Davis is Director and Head of Research and Product Developme
nt at Tokyo-Mitsubishi International (TMI), a London-based investment
banking subsidiary of the Bank of Tokyo-Mitsubishi. At TMI, he heads
a team of seven quantitative analysts providing pricing models, deal
valuation and analytic support to front office groups in TMI's fixed
income, equity and capital markets businesses. Mark Davis joined TMI
in 1995 from Imperial College London, where he was Professor of
System Theory. He has authored three books and many research papers in
stochastic analysis, filtering, control theory and financial mathematics.
He is a Fellow of the IMS.
File translated from TEX by TTH, version 1.94.
On 10 May 1999, 04:43.