Mark S. Joshi
|Born||March 2, 1969|
|Died||8 October 2017(aged 48)|
|Alma mater||University of Oxford|
Massachusetts Institute of Technology
|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|
His research focused on derivatives pricing and interest rate derivatives in particular. He was 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.
Early life and education
Joshi was born and grew up in Dunblane, Scotland.
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 ), and a Ph.D. in pure mathematics from the Massachusetts Institute of Technology in 1994 under the supervision of Richard Melrose.
Following this, he worked for the Royal Bank of Scotland 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
Joshi dead of an unexpected heart attack in October 2017 at the age of 48, leaving behind his wife Jane and sons Alastair, Douglas, Colin, Richard and Stuart.
- Mark S. Joshi at the Mathematics Genealogy Project
- "Mark JOSHI Death Notice - Melbourne, Victoria". The Age. Retrieved 11 October 2017.
- "Find an Expert - the University of Melbourne".
- B. Schachter, R. Lindsey, How I Became a Quant: Insights from 25 of Wall Street's Elite, page 1
- Zhu, Dan (November 8, 2017). "In Memoriam: Professor Mark Joshi".
- "Darwin College Fellows 1997/1998". Archived from the original on 2011-03-14. Retrieved 2010-07-16.
- On language: Quants, Ben Zimmer, New York Times, May 10, 2010