Welcome to Mark Joshi's website!



 Proof patterns is finished and will be published by Springer in around March 2015.

 Introduction to mathematical portfolio theory  was published in July 2013.

photoThe sequel to Concepts was published in 2011: More mathematical finance

The second edition of our interview question book was released in May 2013 and is available from amazon:

Bothof my older books were published by Cambridge University Press and the second editions appeared in 2008. I wrote a chapter in 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 will be doing a course on Kooderive that's GPU programming for derivatives pricing with Moneyscience in late February 2015.


Working papers, advice and code downloads are available here.

Here's an article I recently wrote on getting a quant job. Here's my older advice sheet for wannabe quants. The job market is very tough at the moment, however... 

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 collection of academic and mathematical jokes. Contributions solicited.

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