Name:	Professor M Davis
Organisation:	Imperial College London
Department:	Mathematics
Current EPSRC-Supported Research Topics:

Current EPSRC Support

There is no current EPSRC Support

Previous EPSRC Support

EP/F035578/1 Portfolio Optimization via Risk-Sensitive Control (P) GR/R80131/01 A Statistical Approach to Default Correlation (P) GR/J95089/01 INTERDISCIPLINARY RESEARCH CENTRE FOR PROCESS SYSTEMS ENGINEERING (C) GR/H12812/01 STOCHASTIC CONTROL FREE BOUNDARY PROBLEMS AND APPLICATIONS TO FINANCE (P) GR/F19012/01 STOCHASTIC DIFFERENTIAL EQUATIONS IN FINANCIAL MODELLING (P)

Key: (P)=Principal Investigator, (C)=Co-Investigator, (R)=Researcher Co-Investigator