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Joshi, Mark S.


 SSRN Author Rank: 238 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
36,665
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
2,609
(2,232)
4

2.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
15 Nov 07
Last Revised:
27 Mar 09
1,976
(3,592)
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
1,466
(6,096)
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
1,447
(6,222)
2

5.  
Fries, Christian P.
LMU Munich, Department of Mathematics
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
03 Oct 06
1,365
(6,852)
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
1,277
(7,634)
4

7.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Leung, Terence
University College London
Posted:
12 Jun 06
1,271
(7,691)
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
1,153
(9,090)
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
1,100
(9,800)
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
1,100
(9,800)
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
1,035
(10,791)
6

12.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Stacey, Alan M.
Lehman Brothers International, Europe
Posted:
12 Jun 06
1,018
(11,066)
8

13.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
16 Sep 09
Last Revised:
31 Oct 09
1,015
(11,126)
5

14.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Stacey, Alan M.
Lehman Brothers International, Europe
Posted:
12 Jun 06
966
(11,999)
14

15.   Incl. Electronic Paper
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
03 Apr 07
Last Revised:
18 Jan 10
947
(12,389)
4

16.  
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
944
(12,448)
5

17.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
20 Jun 06
906
(13,273)
 

18.  
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
896
(13,476)
1

19.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Yang, Chao
University of Melbourne - Centre for Actuarial Studies
Posted:
24 Jul 09
875
(13,958)
4

20.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Liesch, Lorenzo
UBM - Financial Risks
Posted:
12 Jun 06
869
(14,117)
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
842
(14,820)
5

22.  
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
801
(15,982)
6

23.  
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
770
(16,936)
2

24.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
13 Jun 06
766
(17,050)
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
711
(18,964)
8

26.  
Chen, Ting
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
09 Mar 10
627
(22,726)
 

27.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Yang, Chao
University of Melbourne - Centre for Actuarial Studies
Posted:
10 Oct 11
620
(23,025)
 

28.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
05 Sep 06
Last Revised:
14 Feb 08
609
(23,626)
5

29.  
Denson, Nick
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
08 May 09
603
(23,939)
1

30.   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
598
(24,200)
7

31.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Kwon, Oh Kang
ANZ Bank
Posted:
12 Jan 10
584
(25,060)
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
552
(27,288)
 

33.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
08 Jun 06
521
(29,244)
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
480
(32,608)
 

35.  
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
397
(41,384)
 

36.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
03 Feb 14
Last Revised:
02 Jun 14
375
(44,354)
 

37.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Tang, Robert
University of Melbourne - Centre for Actuarial Studies
Posted:
30 Jul 09
372
(44,796)
 

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
368
(45,400)
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
294
(59,246)
8

40.  
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
288
(60,629)
4

41.  
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
283
(61,856)
1

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
263
(67,355)
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
246
(72,037)
 

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
184
(96,605)
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
69
(200,792)
 

46.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Yap, Nicholas
University of Technology Sydney (UTS) - Faculty of Business
Posted:
30 Apr 14
69
(200,792)
 

47.  
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
67
(204,022)
 

48.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
27 Mar 14
Last Revised:
05 Sep 14
44
(248,869)
 

49.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
28 Aug 14
27
(295,746)
 

50.  
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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