Mark S. Joshi
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Credit Risk and Financial Regulations
- Financial Markets and Investment Strategies
- Mathematical Physics top 5%
- Numerical methods in inverse problems
- Spectral Theory in Mathematical Physics
Papers in
- Finance 48
- Stochastic processes and financial applications 47
- Financial Risk and Volatility Modeling 21
- Credit Risk and Financial Regulations 11
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- Numerical methods in inverse problems 12
- Spectral Theory in Mathematical Physics 8
- Co-authors
- Antônio Sá Barreto (6 shared papers)Riccardo Rebonato (3 shared papers)Chao Yang (5 shared papers)Stephen R. McDowall (1 shared paper)William R. B. Lionheart (1 shared paper)Jochen Christopher Theis (1 shared paper)Terence S. Leung (1 shared paper)Christian Fries (1 shared paper)
- Journals
- Quantitative Finance (10 papers)International Journal of Theoretical and Applied Finance (6 papers)The Journal of Computational Finance (5 papers)Astin Bulletin (4 papers)Journal of Economic Dynamics and Control (3 papers)
- Partner nations
- AustraliaUnited KingdomUnited States
In The Last Decade
Mark S. Joshi
66 papers receiving 582 citations
Peers
Comparison fields: 5 of 49
- Finance 410
- Mathematical Physics 204
- Applied Mathematics 116
- General Economics, Econometrics and Finance 55
- Management Science and Operations Research 80
Countries citing papers authored by Mark S. Joshi
This map shows the geographic impact of Mark S. Joshi's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Mark S. Joshi with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mark S. Joshi more than expected).
Fields of papers citing papers by Mark S. Joshi
This network shows the impact of papers produced by Mark S. Joshi. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Mark S. Joshi. The network helps show where Mark S. Joshi may publish in the future.
Co-authors
The 23 scholars most cited alongside Mark S. Joshi, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 71 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The Concepts and Practice of Mathematical Finance | 2004 | 99 |
| 2 | 2000 | 83 | |
| 3 | 2003 | 38 | |
| 4 | 2004 | 32 | |
| 5 | 1999 | 28 | |
| 6 | 1998 | 19 | |
| 7 | 2000 | 18 | |
| 8 | 2005 | 17 | |
| 9 | 2010 | 17 | |
| 10 | 2010 | 16 | |
| 11 | 2002 | 15 | |
| 12 | 2005 | 14 | |
| 13 | 2001 | 13 | |
| 14 | 2009 | 12 | |
| 15 | 2007 | 12 | |
| 16 | 1998 | 12 | |
| 17 | 2002 | 11 | |
| 18 | 2009 | 11 | |
| 19 | 2003 | 11 | |
| 20 | 2008 | 10 |
About Mark S. Joshi
Mark S. Joshi is a scholar working on Finance, Mathematical Physics, Applied Mathematics, Demography and Management Science and Operations Research, having authored 71 papers that have together received 669 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (47 papers), Financial Risk and Volatility Modeling (21 papers), Numerical methods in inverse problems (12 papers), Credit Risk and Financial Regulations (11 papers), Insurance, Mortality, Demography, Risk Management (8 papers), Spectral Theory in Mathematical Physics (8 papers), Complex Systems and Time Series Analysis (7 papers) and Advanced Mathematical Modeling in Engineering (6 papers). The work is most often cited by research in Finance (410 citations), Mathematical Physics (204 citations), Applied Mathematics (116 citations), General Economics, Econometrics and Finance (55 citations) and Management Science and Operations Research (80 citations). Mark S. Joshi has collaborated with scholars based in Australia, United Kingdom and United States. Frequent co-authors include Antônio Sá Barreto, Riccardo Rebonato, Chao Yang, Stephen R. McDowall, William R. B. Lionheart, Jochen Christopher Theis, Terence S. Leung, Christian Fries, Alan M. Stacey and Dan Zhu. Their work appears in journals such as Quantitative Finance, International Journal of Theoretical and Applied Finance, The Journal of Computational Finance, Astin Bulletin and Journal of Economic Dynamics and Control.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.