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Joshi, Mark S.


 SSRN Author Rank: 241 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
37,857
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
2,688
(2,243)
4

2.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
15 Nov 07
Last Revised:
27 Mar 09
2,046
(3,588)
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
1,514
(6,083)
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
1,478
(6,337)
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
(7,123)
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
1,295
(7,908)
4

7.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Leung, Terence
University College London
Posted:
12 Jun 06
1,292
(7,945)
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
1,230
(8,636)
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
1,146
(9,712)
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
1,126
(9,981)
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
1,057
(11,046)
6

12.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
16 Sep 09
Last Revised:
31 Oct 09
1,031
(11,489)
5

13.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Stacey, Alan M.
Lehman Brothers International, Europe
Posted:
12 Jun 06
1,028
(11,528)
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
983
(12,353)
5

15.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Stacey, Alan M.
Lehman Brothers International, Europe
Posted:
12 Jun 06
972
(12,583)
14

16.   Incl. Electronic Paper
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
03 Apr 07
Last Revised:
18 Jan 10
965
(12,718)
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
928
(13,479)
1

18.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
20 Jun 06
922
(13,618)
 

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
(14,657)
4

20.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Liesch, Lorenzo
UBM - Financial Risks
Posted:
12 Jun 06
875
(14,742)
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
(15,567)
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
834
(15,875)
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
(16,776)
6

24.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
13 Jun 06
772
(17,780)
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
733
(19,153)
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
662
(22,201)
 

27.  
Chen, Ting
University of Melbourne - Centre for Actuarial Studies
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
09 Mar 10
659
(22,338)
 

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
614
(24,606)
7

29.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
05 Sep 06
Last Revised:
14 Feb 08
614
(24,606)
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
(24,905)
1

31.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Kwon, Oh Kang
ANZ Bank
Posted:
12 Jan 10
599
(25,510)
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
579
(26,753)
 

33.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
08 Jun 06
526
(30,465)
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
494
(33,145)
 

35.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
03 Feb 14
Last Revised:
02 Jun 14
464
(35,834)
 

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
407
(42,281)
 

37.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Tang, Robert
University of Melbourne - Centre for Actuarial Studies
Posted:
30 Jul 09
383
(45,539)
 

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
(46,826)
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
(60,659)
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
297
(61,567)
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
(62,061)
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
288
(63,784)
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
266
(69,568)
 

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
195
(95,963)
1

45.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
17 Jun 13
Last Revised:
15 Sep 14
95
(172,728)
 

46.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
03 May 14
93
(175,260)
 

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
83
(188,324)
 

48.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
27 Mar 14
Last Revised:
28 Jan 15
54
(237,872)
 

49.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
28 Aug 14
33
(289,511)
 

50.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Posted:
22 Dec 14
Last Revised:
28 Jan 15
21
(333,823)
 

51.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
22 Dec 14
20
(338,165)
 

52.  
Joshi, Mark S.
University of Melbourne - Centre for Actuarial Studies
Zhu, Dan
University of Melbourne - Centre for Actuarial Studies
Posted:
22 Dec 14
8
(391,168)
 

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
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