Mark Suresh Joshi (2 March 1969 – 8 October 2017) was British researcher and consultant in mathematical finance. His last position was a professor at the University of Melbourne in Australia.[2]
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.[6]
Following this, he worked for the Royal Bank of Scotland[7] 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.
Bibliography
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).
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
Death
Joshi died 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.[5]