Mark H.A. Davis

• Brief CV
• Working papers (electronically available)
• Conference, workshop and seminar presentations (electronically available)
• 21st Century Publications (most electronically available)
• 20th Century Publications (a few electronically available)
• C++ code

MSc Course in Mathematics and Finance

• General course information
• MD's course material
• Finite Difference Methods, Summer 2011
• Theory of Finance, Autumn 2011
• Interest Rate Models, Spring 2012

London Graduate School in Mathematical Finance