Mark S. Joshi
Mark S. Joshi | |
|---|---|
| Born | March 2, 1969 |
| Died | 8 October 2017 (aged 48) |
| Alma mater | University of Oxford Massachusetts Institute of Technology |
| Spouse | Jane |
| Children | 5 |
| 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 |
| Website | www |
Mark Suresh Joshi (2 March 1969 – 8 October 2017) was a British researcher and consultant in mathematical finance. His last position was a professor at the University of Melbourne in Australia.
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.