Research Discipline(s)
Brief Biography (English)
David is the founding Director of AIFMRM (African Institute of Financial Markets and Risk Management). He previously held a position at the University of the Witwatersrand where he ran the Programme in Advanced Mathematics of Finance for 15 years. David is also the Director of the African Collaboration for Quantitative Finance and Risk Research (ACQuFRR), AIFMRM’s research unit. In his spare time he is the Convenor of the MPhil in Mathematical Finance at the University of Cape Town. He specialises in the fields of financial modelling and derivative pricing.
