Mark Suresh Joshi (2 March 1969 – 8 October 2017) was a researcher and consultant in mathematical finance, and a professor at the

University of Melbourne The University of Melbourne is a public research university located in Melbourne, Australia. Founded in 1853, it is Australia's second oldest university and the oldest in Victoria. Its main campus is located in Parkville, an inner suburb no ...

. His research focused on derivatives pricing and interest rate derivatives in particular. He is the author of numerous

research article Academic publishing is the subfield of publishing which distributes academic research and scholarship. Most academic work is published in academic journal articles, books or theses. The part of academic written output that is not formally publ ...

s and seven books; his popular guides, "On becoming a quant" and "How to Get a Quant Job in Finance", are widely read. He was an assistant lecturer in the department of pure mathematics and mathematical statistics at

Cambridge University The University of Cambridge is a Public university, public collegiate university, collegiate research university in Cambridge, England. Founded in 1209 and granted a royal charter by Henry III of England, Henry III in 1231, Cambridge is the world' ...

and a fellow of Darwin College from 1994 to 1999. Following this, he worked for the Royal Bank of Scotland from 1999 to 2005 as a

quantitative analyst Quantitative may refer to: * Quantitative research, scientific investigation of quantitative properties * Quantitative analysis (disambiguation) * Quantitative verse, a metrical system in poetry * Statistics, also known as quantitative analysis ...

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

in November 2005 as an associate professor, and was subsequently promoted to full professor. He taught the subject

Financial Mathematics Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling of financial markets. In general, there exist two separate branches of finance that require ...

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. Bachelor of arts (BA or AB; from the Latin ', ', or ') is a bachelor's degree awarded for an undergraduate program in the arts, or, in some cases, other disciplines. A Bachelor of Arts degree course is generally completed in three or four yea ...

in mathematics from

Hertford College Hertford College ( ), previously known as Magdalen Hall, is a constituent college of the University of Oxford in England. It is located on Catte Street in the centre of Oxford, directly opposite the main gate to the Bodleian Library. The colle ...

University of Oxford , mottoeng = The Lord is my light , established = , endowment = £6.1 billion (including colleges) (2019) , budget = £2.145 billion (2019–20) , chancellor ...

in 1990 (Top of year; recipient of the Oxford University Prize in Mathematics ), and a

Ph.D. A Doctor of Philosophy (PhD, Ph.D., or DPhil; Latin: or ') is the most common degree at the highest academic level awarded following a course of study. PhDs are awarded for programs across the whole breadth of academic fields. Because it is ...

in pure mathematics from the

Massachusetts Institute of Technology The Massachusetts Institute of Technology (MIT) is a private land-grant research university in Cambridge, Massachusetts. Established in 1861, MIT has played a key role in the development of modern technology and science, and is one of the ...

in 1994 under the supervision of Richard Melrose.

References

External links

Personal page - no longer available

University of Melbourne page

SSRN Author Page
{{DEFAULTSORT:Joshi, Mark S. 1969 births 2017 deaths British consultants Alumni of Hertford College, Oxford Massachusetts Institute of Technology School of Science alumni Academic staff of the University of Melbourne Fellows of Darwin College, Cambridge Financial economists