| Introduction to the Theory of Distributions FG Friedlander, MS Joshi Cambridge University Press, 1998 | 817 | 1998 |
| The Concepts And Practice Of Mathematical Finance (Mathematics, Finance And Risk) Author: Mark S. Joshi, Publisher: Cambr MS Joshi Cambridge University Press, 2008 | 447* | 2008 |
| Inverse scattering on asymptotically hyperbolic manifolds MS Joshi, AS Barreto Acta Mathematica 184 (1), 41-86, 2000 | 159 | 2000 |
| A stochastic-volatility, displaced-diffusion extension of the LIBOR market model M Joshi, R Rebonato Quantitative Finance 3 (6), 458-469, 2003 | 144* | 2003 |
| Interest rates Getting the drift C Hunter, P Jackel, M Joshi RISK-LONDON-RISK MAGAZINE LIMITED- 14 (7), 81-86, 2001 | 140* | 2001 |
| Intensity gamma: a new approach to pricing portfolio credit derivatives MS Joshi, AM Stacey, ... Centre for Actuarial Studies, Dept. of Economics, the University of Melbourne, 2006 | 86 | 2006 |
| Rapid and accurate development of prices and Greeks for n th to default credit swaps in the Li model MS Joshi, D Kainth Quantitative Finance 4 (3), 266-275, 2004 | 85* | 2004 |
| C++ design patterns and derivatives pricing MS Joshi Cambridge University Press, 2008 | 53* | 2008 |
| Rapid computation of drifts in a reduced factor LIBOR market model MS Joshi Wilmott Magazine 5, 84-85, 2003 | 51 | 2003 |
| Recovering asymptotics of metrics from fixed energy scattering data MS Joshi, A Sá Barreto Inventiones mathematicae 137 (1), 127-143, 1999 | 48 | 1999 |
| New and robust drift approximations for the LIBOR market model M Joshi, A Stacey Quantitative Finance 8 (4), 427-434, 2008 | 45 | 2008 |
| Evolving yield curves in the real-world measures: a semi-parametric approach R Rebonato, S Mahal, M Joshi, LD Bucholz, K Nyholm Journal of Risk 7 (3), 29-62, 2005 | 44 | 2005 |
| A joint empirical and theoretical investigation of the modes of deformation of swaption matrices: implications for model choice R Rebonato, M Joshi International Journal of Theoretical and Applied Finance 5 (7), 667-694, 2002 | 44 | 2002 |
| Achieving higher order convergence for the prices of European options in binomial trees MS Joshi Mathematical Finance 20 (1), 89-103, 2010 | 41 | 2010 |
| The Convergence of Binomial Trees for Pricing the American Put MS Joshi, UMCA Studies Centre for Actuarial Studies, Dept. of Economics, 2008 | 39 | 2008 |
| More mathematical finance MS Joshi Pilot Whale Press, 2011 | 36 | 2011 |
| An inverse boundary value problem for harmonic differential forms MS Joshi, WRB Lionheart Asymptotic Analysis 41 (2), 93-106, 2005 | 36* | 2005 |
| Total determination of material parameters from electromagnetic boundary information MS Joshi, SR McDowall Pacific Journal of Mathematics 193 (1), 107-129, 2000 | 36 | 2000 |
| Bounding Bermudan swaptions in a swap-rate market model MS Joshi, J Theis Quantitative Finance 2 (5), 370-377, 2002 | 35 | 2002 |
| Graphical Asian options MS Joshi Wilmott Journal 2 (2), 97-107, 2010 | 33 | 2010 |
William Robert Breckon LionheartProfessor of Applied Mathematics, Department of Mathematics, The University of ManchesterVerified email at manchester.ac.uk
