Mark S. Joshi
Author
Alternate names M.S Joshi, Mark S. Joshi, Mark Joshi, M. S. Joshi, M Joshi
Institution The University of Melbourne
Past institutions The University of Melbourne, IRBM Science Park, Royal Bank of Scotland (United Kingdom), Manchester University, University of Manchester +5 more
ORCID: Yes
H-index: 21
I10-index: 51
Works count: 174
Citations count: 1,904
The Concepts and Practice of Mathematical Finance
2004 · Mark S. Joshi
Inverse scattering on asymptotically hyperbolic manifolds
2000 · Mark S. Joshi, Antônio Sá Barreto · Acta Mathematica
A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation
2003 · Mark S. Joshi, Riccardo Rebonato · Quantitative Finance