Mark S. Joshi

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Mark S. Joshi
Born 2 March 1969
Died 8 October 2017(2017-10-08) (aged 48)
Cause of death Heart Attack
Residence Melbourne, Australia
Alma mater University of Oxford
Massachusetts Institute of Technology
Website http://www.markjoshi.com
Scientific career
Institutions University of Cambridge
Royal Bank of Scotland
University of Melbourne
Thesis A Precise Calculus of Paired Lagrangian Distributions (1994)
Doctoral advisor Richard Burt Melrose[1]

Mark Suresh Joshi (2 March 1969 – 8 October 2017)[2] was a researcher and consultant in mathematical finance, and a Professor at the University of Melbourne. His research focused on derivatives pricing [3] and interest rate derivatives in particular. He is the author of numerous research articles and seven books; his popular guides, "On becoming a quant" and "How to Get a Quant Job in Finance", are widely read.[4]

He was an assistant lecturer in the department of pure mathematics and mathematical statistics at Cambridge University and a fellow of Darwin College from 1994 to 1999.[5] Following this, he worked for the Royal Bank of Scotland[6] from 1999 to 2005 as a quantitative analyst at a variety of levels, finishing as the Head of Quantitative Research for Group Risk Management. He joined the Centre for Actuarial Studies at the University of Melbourne in November 2005 as an associate professor, and was subsequently promoted to full professor. He taught the subject Financial Mathematics III and was also a highly sought after honours supervisor in the department.

Mark Joshi wrote numerous research articles on quantitative finance, and also authored several books:

  • four on mathematical finance
    • The Concepts and Practice of Mathematical Finance, 2003, second edition 2008
    • C++ Design Patterns and Derivatives Pricing, 2004, second edition 2008
    • More Mathematical Finance (published in September 2011)
    • Introduction to mathematical portfolio theory (published in July 2013).
  • one on the quantitative finance job interview:
    • Quant Job Interview Questions And Answers, 2008, second edition 2013
  • two on Mathematics:
    • Introduction to the Theory of Distributions (with F. G. Friedlander).
    • Proof Patterns, 2015

He obtained a B.A. in mathematics from Hertford College, University of Oxford in 1990 (Top of year; recipient of the Oxford University Prize in Mathematics [3]), and a Ph.D. in pure mathematics from the Massachusetts Institute of Technology in 1994 under the supervision of Richard Melrose.

References[edit]

  1. ^ Mark S. Joshi at the Mathematics Genealogy Project
  2. ^ "Mark JOSHI Death Notice - Melbourne, Victoria". The Age. Retrieved 11 October 2017. 
  3. ^ a b http://www.findanexpert.unimelb.edu.au/researcher/person132520.html
  4. ^ B. Schachter, R. Lindsey, How I Became a Quant: Insights from 25 of Wall Street's Elite, page 1
  5. ^ "Archived copy". Archived from the original on 2011-03-14. Retrieved 2010-07-16. 
  6. ^ On language: Quants, Ben Zimmer, New York Times, May 10, 2010

External links[edit]