Dr. Davies' research is best described as the intersection of applied game theory and financial markets. Dr. Davies bridges his practical industry experience with his financial economics training to deliver novel theoretic insights and empirical findings in exchange-traded funds, target-date funds, closed-end mutual funds, open-end mutual funds, investor leverage, corporate finance, delegated investment management, impact investing, socially responsible investments, and financial security design.
FNCE 4040 - Derivative Securities
Spring 2018 / Spring 2019 / Fall 2019 / Fall 2020
Develops the modern theory of contingent claims in a mathematical framework oriented toward applications. Examines how to use derivatives for risk management and to tailor portfolio payoffs. Provides an in-depth analysis of the properties of options.