Mark S. Joshi

Finance · 2003–2004

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it

Whom Mark S. Joshi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. David X. Li
2. Paul Glasserman
3. Steven Kou
4. Saul A. Teukolsky

Who trusts Mark S. Joshi overall

1. Geon Ho Choe
2. Paolo Agnolucci
3. Marceau Decamps

Papers from Mark S. Joshi's perspective

Ordered by how strongly the researchers Mark S. Joshi trusts endorse each paper. Same corpus, a different order for every researcher.

1. On Default Correlation: A Copula Function Approach
2. The Term Structure of Simple Forward Rates with Jump Risk
3. Numerical recipes in C
4. The Variance Gamma (V.G.) Model for Share Market Returns
5. Valuing American Options by Simulation: A Simple Least-Squares Approach
6. Empirical Dynamic Asset Pricing
7. Martingale Methods in Financial Modelling
8. Options, Futures, and Other Derivatives
9. Monte Carlo valuation of American options
10. Pricing Interest Rate Derivatives: A General Approach

Their papers

• Rapid and accurate development of prices and Greeks for nth to default credit swaps in the Li model (2004) — 63 citations
• The Concepts and Practice of Mathematical Finance (2004) — 236 citations
• A displaced-diffusion stochastic volatility LIBOR market model: motivation, definition and implementation (2003) — 61 citations