Feedback to SSRN

 
  • Selected
  • Entire List
 

Joshi, Mark S.


 SSRN Author Rank: 242 by Downloads
 

University of Melbourne - Centre for Actuarial Studies


 Melbourne, 3010
 Australia
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Joshi, Mark S.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
38,059
Total
Citations
173
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 This Paper |
Quantitative Finance, vol. 11 (4), pp.547 - 558
Number of Pages in PDF File: 20
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
2,697
(2,262)
4

2.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
15 Nov 07
Last Revised:
27 Mar 09
2,065
(3,589)
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
1,518
(6,131)
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
1,481
(6,396)
2

5.  
Fries, Christian P.
LMU Munich, Department of Mathematics
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
03 Oct 06
1,381
(7,193)
13

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
1,297
(7,979)
4

7.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Leung, Terence
University College London
Posted:
12 Jun 06
1,294
(8,012)
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
1,245
(8,564)
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
1,155
(9,706)
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
1,131
(10,025)
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
1,061
(11,116)
6

12.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
16 Sep 09
Last Revised:
31 Oct 09
1,032
(11,604)
5

13.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Stacey, Alan M.
Lehman Brothers International, Europe
Posted:
12 Jun 06
1,029
(11,651)
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
987
(12,431)
5

15.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Stacey, Alan M.
Lehman Brothers International, Europe
Posted:
12 Jun 06
972
(12,721)
14

16.   Incl. Electronic Paper
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
03 Apr 07
Last Revised:
18 Jan 10
969
(12,788)
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
935
(13,481)
1

18.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
20 Jun 06
926
(13,705)
 

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
(14,853)
4

20.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Liesch, Lorenzo
UBM - Financial Risks
Posted:
12 Jun 06
877
(14,884)
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
846
(15,736)
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
843
(15,855)
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
(16,985)
6

24.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
13 Jun 06
775
(17,880)
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
736
(19,265)
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
668
(22,183)
 

27.  
Chen, Ting
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
09 Mar 10
664
(22,378)
 

28.   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
617
(24,785)
7

29.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
05 Sep 06
Last Revised:
14 Feb 08
617
(24,731)
5

30.  
Vega Control | Show Abstract | Download This Paper |
Number of Pages in PDF File: 19
Denson, Nick
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
08 May 09
609
(25,217)
1

31.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Kwon, Oh Kang
ANZ Bank
Posted:
12 Jan 10
605
(25,458)
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
584
(26,765)
 

33.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
08 Jun 06
526
(30,798)
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
498
(33,112)
 

35.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
03 Feb 14
Last Revised:
02 Jun 14
474
(35,285)
 

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
409
(42,523)
 

37.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Tang, Robert
University of Melbourne - Centre for Actuarial Studies
Posted:
30 Jul 09
386
(45,591)
 

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
374
(47,335)
4

39.  
Flaming Logs | Show Abstract | Download This Paper |
Number of Pages in PDF File: 7
Denson, Nick
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
28 May 09
301
(61,366)
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
298
(62,066)
1

41.  
Efficient Greek Estimation in Generic Swap-Rate Market Models | Show Abstract | Download This Paper |
Algorithmic Finance, Vol. 1, No. 1, 2011
Number of Pages in PDF File: 18
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Yang, Chao
University of Melbourne - Centre for Actuarial Studies
Posted:
02 Mar 11
295
(62,773)
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
292
(63,477)
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
269
(69,477)
 

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
197
(96,019)
1

45.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
17 Jun 13
Last Revised:
15 Sep 14
101
(167,264)
 

46.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
03 May 14
99
(169,603)
 

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
85
(187,377)
 

48.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
27 Mar 14
Last Revised:
28 Jan 15
57
(234,119)
 

49.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
28 Aug 14
36
(283,620)
 

50.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
22 Dec 14
Last Revised:
28 Jan 15
29
(305,224)
 

51.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
22 Dec 14
22
(332,686)
 

52.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
22 Dec 14
12
(376,927)
 

53.  
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
 


Records 1 - 53 of 53 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo1 in 1.125 seconds