"In all honesty, I haven't done a lot of preparation (for the debate). I don't want to sound particularly cocky, but these are issues I have been talking about for 16 months," she said.
"My background is finance. I got into the escort industry because it was the economically viable thing to do … I didn't come from a 'working girl' background."
Before entering the sex business Davis spent 10 years in the securities industry. She began as a trading assistant and eventually oversaw the back-office and government-compliance operations of a hedge fund, according to her website.
In a year in which people are angry and disenchanted with politics, Davis is hoping to receive a sizable protest vote.
If she receives 50,000 votes, her Anti-Prohibition Party will be guaranteed a spot on New York's ballot in the next gubernatorial election, extending her 15 minutes of fame for at least four more years.
"I'm pretty confident we'll get it," she said.