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Joshi, Mark S.


 SSRN Author Rank: 236 by Downloads
 

University of Melbourne - Centre for Actuarial Studies


 Melbourne, 3010
 Australia
 email address

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. Joshi, Mark S.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
37,530
Total
Citations
172
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Smooth Simultaneous Calibration of the LMM to Caplets and Coterminal Swaptions | Show Abstract | Download |
Quantitative Finance, vol. 11 (4), pp.547 - 558
Accepted Paper Series
Ametrano, Ferdinando M.
Milan Bicocca University - Department of Statistics and Quantitative Methods
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
15 Feb 08
Last Revised:
15 Jul 14
2,652
(2,263)
4

2.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
15 Nov 07
Last Revised:
27 Mar 09
2,026
(3,591)
4

3.  
Fries, Christian P.
LMU Munich, Department of Mathematics
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
05 May 08
Last Revised:
07 Apr 10
1,499
(6,092)
4

4.  
Chan, Jiun Hong
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Tang, Robert
University of Melbourne - Centre for Actuarial Studies
Yang, Chao
University of Melbourne - Centre for Actuarial Studies
Posted:
02 Sep 08
1,467
(6,312)
2

5.  
Fries, Christian P.
LMU Munich, Department of Mathematics
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
03 Oct 06
1,377
(7,026)
12

6.  
Beveridge, Christopher
University of Melbourne - Centre for Actuarial Studies
Denson, Nick
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
13 Feb 08
Last Revised:
24 Nov 09
1,290
(7,814)
4

7.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Leung, Terence
University College London
Posted:
12 Jun 06
1,284
(7,870)
5

8.  
Beveridge, Christopher
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
26 Aug 09
Last Revised:
27 Feb 10
1,206
(8,772)
4

9.  
Chan, Jiun Hong
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
29 May 10
Last Revised:
16 Sep 10
1,136
(9,683)
4

10.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Yang, Chao
University of Melbourne - Centre for Actuarial Studies
Posted:
11 Dec 09
1,121
(9,874)
2

11.  
Beveridge, Christopher
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Tang, Robert
University of Melbourne - Centre for Actuarial Studies
Posted:
23 Jan 09
Last Revised:
22 Mar 13
1,056
(10,862)
6

12.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
16 Sep 09
Last Revised:
31 Oct 09
1,027
(11,363)
5

13.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Stacey, Alan M.
Lehman Brothers International, Europe
Posted:
12 Jun 06
1,027
(11,363)
8

14.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Yang, Chao
University of Melbourne - Centre for Actuarial Studies
Posted:
19 Jun 10
Last Revised:
02 Dec 10
975
(12,296)
5

15.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Stacey, Alan M.
Lehman Brothers International, Europe
Posted:
12 Jun 06
971
(12,365)
14

16.   Incl. Electronic Paper
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
03 Apr 07
Last Revised:
18 Jan 10
958
(12,655)
4

17.  
Beveridge, Christopher
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Wright, Will M.
University of Melbourne - Centre for Actuarial Studies
Posted:
22 Aug 10
921
(13,414)
1

18.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
20 Jun 06
921
(13,443)
 

19.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Yang, Chao
University of Melbourne - Centre for Actuarial Studies
Posted:
24 Jul 09
878
(14,402)
4

20.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Liesch, Lorenzo
UBM - Financial Risks
Posted:
12 Jun 06
872
(14,561)
8

21.  
Beveridge, Christopher
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
06 Aug 08
Last Revised:
17 Sep 08
845
(15,294)
5

22.  
Chan, Jiun Hong
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
02 Dec 10
Last Revised:
05 Sep 14
812
(16,267)
2

23.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Yang, Chao
University of Melbourne - Centre for Actuarial Studies
Posted:
08 May 09
Last Revised:
12 Nov 10
805
(16,460)
6

24.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
13 Jun 06
771
(17,553)
8

25.  
Denson, Nick
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
13 Aug 09
725
(19,140)
8

26.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Yang, Chao
University of Melbourne - Centre for Actuarial Studies
Posted:
10 Oct 11
654
(22,211)
 

27.  
Chen, Ting
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
09 Mar 10
649
(22,450)
 

28.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
05 Sep 06
Last Revised:
14 Feb 08
611
(24,384)
5

29.   Incl. Electronic Paper
Chan, Jiun Hong
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
11 Jan 10
Last Revised:
09 Jun 13
609
(24,477)
7

30.  
Denson, Nick
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
08 May 09
609
(24,477)
1

31.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Kwon, Oh Kang
ANZ Bank
Posted:
12 Jan 10
594
(25,333)
10

32.  
Denson, Nick
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
01 Jun 10
574
(26,620)
 

33.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
08 Jun 06
524
(30,118)
1

34.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Yang, Chao
University of Melbourne - Centre for Actuarial Studies
Posted:
09 Oct 10
488
(33,028)
 

35.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
03 Feb 14
Last Revised:
02 Jun 14
440
(37,724)
 

36.  
Beveridge, Christopher
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
31 Mar 10
Last Revised:
30 Nov 10
405
(41,829)
 

37.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Tang, Robert
University of Melbourne - Centre for Actuarial Studies
Posted:
30 Jul 09
381
(45,073)
 

38.  
Chan, Jiun Hong
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
18 May 09
Last Revised:
11 Oct 11
372
(46,392)
4

39.  
Denson, Nick
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
28 May 09
300
(59,879)
8

40.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Pitt, David
University of Melbourne - Department of Economics
Posted:
11 Dec 09
Last Revised:
28 Mar 10
296
(60,810)
1

41.  
Efficient Greek Estimation in Generic Swap-Rate Market Models | Show Abstract | Download |
Algorithmic Finance, Vol. 1, No. 1, 2011
Accepted Paper Series
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Yang, Chao
University of Melbourne - Centre for Actuarial Studies
Posted:
02 Mar 11
294
(61,287)
4

42.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Tang, Robert
University of Melbourne - Centre for Actuarial Studies
Posted:
29 Jun 12
Last Revised:
14 May 13
280
(64,771)
1

43.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Wiguna, Alexander
affiliation not provided to SSRN
Posted:
25 Feb 11
Last Revised:
01 Aug 11
261
(69,869)
 

44.  
Chan, Jiun Hong
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
27 Feb 12
Last Revised:
13 Aug 14
194
(94,956)
1

45.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
03 May 14
87
(180,303)
 

46.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Kwok, Chun Fung
University of Melbourne - Centre for Actuarial Studies
Posted:
17 Jun 13
Last Revised:
15 Sep 14
82
(188,433)
 

47.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Yap, Nicholas
University of Technology Sydney (UTS) - Faculty of Business
Posted:
30 Apr 14
Last Revised:
05 Dec 14
78
(192,755)
 

48.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
27 Mar 14
Last Revised:
23 Jan 15
51
(240,743)
 

49.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
28 Aug 14
32
(288,383)
 

50.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
22 Dec 14
Last Revised:
19 Jan 15
19
(337,667)
 

51.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
22 Dec 14
18
(341,878)
 

52.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
22 Dec 14
6
(393,909)
 

53.  
Evolving Yield Curves in the Real-World Measures: A Semi-Parametric Approach | Show Abstract |
Journal of Risk, Vol. 7, No. 3, pp. 29-62, Spring 2005
Accepted Paper Series
Rebonato, Riccardo
Royal Bank of Scotland
Mahal, Sukhdeep
Royal Bank of Scotland
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Buchholz, Lars-Dierk
Independent
Nyholm, Ken
European Central Bank (ECB) - Risk Management Division
Posted:
25 Apr 05
 


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