معرفی
David Audley is a Senior Lecturer and Executive Director of the Master’s Program in Financial Mathematics at Johns Hopkins University’s Department of Applied Mathematics and Statistics. He also chairs the Engineering for Professionals Financial Mathematics program. Prior to joining Johns Hopkins in 2007, he spent 20 years in finance roles at institutions including Bache Halsey Stuart Shields, Merrill Lynch, hedge funds like Tiger Funds and the Clinton Group, and asset managers like Prudential. He founded two firms: Watch Hill Investment Partners and Beacon Capital Markets. His expertise includes quantitative modeling of securities and markets, with a focus on term-structure models and relative value analysis.
Education: PhD in Electrical Engineering from Johns Hopkins University (1972).
Research interests emphasize financial mathematics applications, derivative pricing, and portfolio strategy optimization. His career spans academic leadership, Wall Street trading, and entrepreneurial ventures in quantitative finance.
