Welcome to Mark Joshi's website!

I currently have two books completed but not yet published.

1. Proof patterns

2. Introduction to mathematical portfolio theory

The sequel to Concepts has now been published!

• More mathematical finance

My interview question book is available from amazon:

• Quant job interview questions and answers

• The concepts and practice of mathematical finance
• C++ design patterns and derivatives pricing

• Introduction to the Theory of Distributions, (2nd Edition) , Cambridge University Press 1999

My older financial maths papers can be downloaded from www.quarchome.org where I used to work.

I am a professor in the Centre for Actuarial Studies at Melbourne University. 

I am available for consulting and in-house training courses around the world. Here's my publication list. Brief cv.

I sometime do courses with MoneyScience at the Institute of Physics in London on the LIBOR market model and QuantLib. Here's their full training schedule.

I will be giving a course at the Quantitative Methods in Finance in Sydney in December on the LIBOR market model.

Working papers, advice and code downloads are available here.

Here's my advice for wannabe quants.

Here's my list of recommended books.

Here's my books and careers forum for wannabe quants.

My e-mail address is mark at markjoshi.com . Please consult the FAQs before using it.

Here's a list of mathematical finance researchers' pages.