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Total Posts: 477
Joined: Mar 2007
Posted: 2017-10-10 14:13

I was deeply saddened to learn that Mark Joshi passed away on the 8th of October.
I am shocked by the news. I was fortunate to have worked with him and will remember him as an incredibly talented and decent bloke.

My thoughts are with his wife, five sons and the rest of his family.


NP House Mouse

Total Posts: 2639
Joined: Jun 2004
Posted: 2017-10-10 14:20
My god, such a sad news, RIP, my thoughts are with his family.


Total Posts: 1085
Joined: Jun 2007
Posted: 2017-10-10 15:17

Oh my god. What happend? I have the feeling I have read he published something just quite recently.

My heartfelt condolences to family and friends.

Ich kam hierher und sah dich und deine Leute lächeln, und sagte mir: Maggette, scheiss auf den small talk, lass lieber deine Fäuste sprechen...


Total Posts: 866
Joined: Oct 2008
Posted: 2017-10-10 15:32
That's just terrible... Condolences!

Insofar as I may be heard by anything, which may or may not care what I say, I ask, if it matters, that you be forgiven for anything you may have done or failed to do which requires forgiveness...


Total Posts: 263
Joined: Oct 2004
Posted: 2017-10-10 15:39
Very sad to hear. Thought his books were really excellent.

Et meme si ce n'est pas vrai, il faut croire en l'histoire ancienne


Total Posts: 418
Joined: Dec 2008
Posted: 2017-10-10 17:32

Condolences to his family.

A real loss for our world.

Clear thinker, clear writer.

Applied his command of theory to relevant practical problems.

I am grateful for his contributions and look forward to those of his students and readers.


Total Posts: 2333
Joined: Mar 2004
Posted: 2017-10-10 17:58
Terrible news.

Mark always seemed like a mensch, and he had a rare gift for explicating complex topics clearly.

Condolences to his family and friends.

I used to be disgusted; now I try to be amused...


Total Posts: 1593
Joined: Sep 2006
Posted: 2017-10-10 18:22
RIP. This is very sad to hear, I am at a loss for words. His unique approach to the industry will be missed, but there is thankfully a generation of his students out there to carry on the progress he started. Deepest sympathies to his family.


Total Posts: 407
Joined: May 2006
Posted: 2017-10-10 22:53
I only met Mark once in person, more than ten years ago. He was a great guy, and a great quant.

My condolences.

"There is a SIX am?" -- Arthur


Total Posts: 1009
Joined: Jun 2004
Posted: 2017-10-11 01:33
Condolences to the Joshi family and friends.
I never met him but I still learned from him.

Too many people make decisions based on outcomes rather than process. -- Paul DePodesta


Total Posts: 148
Joined: Jun 2004
Posted: 2017-10-11 04:36
R.I.P. Mark

hit and run

Mr. Ass to you

Total Posts: 856
Joined: Apr 2004
Posted: 2017-10-11 18:14
Really sad to hear this. Mark put time and effort into helping the careers of many of us.

If there was problem, Yo I'll solve it


Total Posts: 137
Joined: Nov 2008
Posted: 2017-10-12 08:37
Oh wow. What a loss for his family, NP and finance in Oz.

Condolences to his family.

A girl goes into a bar and asks for an example of double entendre, so the barman gives her one.


Total Posts: 1412
Joined: Jun 2004
Posted: 2017-10-12 11:03
R.I.P. Mark. He had a rare talent for explaining complicated topics clearly. My condolences to his family,friends and colleagues.


Total Posts: 12
Joined: May 2012
Posted: 2017-10-13 17:44
What a loss. I only knew him from his books, forums and postings in newsgroups, but I was deeply impressed by his clarity and kindness to share his knowledge and helping us in expanding ours (think about "proof patterns" as an example from his invaluable books). Condolences to his family and his friends.

Quote Machine

Total Posts: 1292
Joined: Jun 2004
Posted: 2017-10-16 16:26

This is such sad news, he was a really helpful person.

Condolences to his family and friends.

Hypocritic Oath


Total Posts: 566
Joined: Sep 2006
Posted: 2017-10-17 20:56
Only see this now.

Condolences to his family. I only knew him through NP; he was here so kind and helpful, that I'm sure that he was like this in real life too.
I also liked his books, and his explanation (was it here on NP?) why risk neutral pricing is used in BS was very thoughtful.


Jim Simmons is finalizing a c. 1000 page tome on Renaissance trading methods and is looking for a publisher. He was turned down by Wiley. They said he's taxing the attention span of their readers -- LongTheta

Founding Member
Nonius Unbound
Total Posts: 12770
Joined: Mar 2004
Posted: 2017-10-18 06:07
R.I.P. Mark Joshi.

Cool, smart and very prolific guy.

Condolences to his family. Such a young age as well.

Chiral is Tyler Durden

Founding Member

Total Posts: 5071
Joined: Mar 2004
Posted: 2017-10-19 04:08
RIP Mark. I discovered Mark via his book on generalized functions. Maybe 15+ years ago I told him this in NY at a conference and he was surprised. He said that he never expected Friedlander to give him co-authorship. After he left banking we kept up at conferences and, mainly, via email. Not dissimilar to when Graeme passed, in retrospect, I feel he contributed significantly to the teaching and math of quant fin. So much has changed in the last 20 years, but Mark's commitment and passion never wavered, like he tried to not overfit the signal. I don't think it was a gamble as much as it was an intellectual conviction that memorializes his importance in the field of math finance and actuarial science. Mono no aware...

Nonius is Satoshi Nakamoto. 物の哀れ


Total Posts: 1540
Joined: Apr 2004
Posted: 2017-11-12 11:40
Seen only now - shocked

"Deserve got nothing to do with it" - Clint

Founding Member

Total Posts: 8371
Joined: Mar 2004
Posted: 2017-11-12 21:46
Rest in Peace, Mark Joshi.

The Figs Protocol.


Total Posts: 1259
Joined: Jun 2004
Posted: 2017-11-21 22:25
RIP Mark.

You influenced way more people than you will ever know.

"Game's the same, just got more fierce"

Forum Captain

Total Posts: 1491
Joined: Jun 2004
Posted: 2017-12-21 21:24

For every complex problem there is an answer that is clear, simple and wrong. - H. L. Mencken


Total Posts: 192
Joined: Jan 2008
Posted: 2017-12-23 21:08

"One who says it can't be done should not interrupt the person doing it."


Total Posts: 138
Joined: Jun 2004
Posted: 2018-02-05 23:19
chiral3...."I discovered Mark via his book on generalized functions..."

I am surprised too; I went through draft of that book back in day, to find various typos, parts needing clarity etc. Gerard Friedlander RIP was a super cool guy, I remember him back then as retired guy who used to come into department to speak with Mark who was well into retirement but had such energy. We were hanging around doing something for PDE meeting or similar, and he came up to me out the blue and started telling me about some examples he constructed concern geodesic flow..... Does not surprise me at all that he would let Mark have joint authorship, he had nothing to prove or ego to satisfy and just wanted to help a young academic in the early years of their career. [But Mark's new last chapter was entirely new and took important step to let generalized functions flow into ideas of micro-local analysis.] Also note one of Friedlander's students was Richard Melrose (MIT Professor) who was the PhD supervisor of Mark.

Sorry to diverge but my point is I also want to add that Mark Joshi was also a loss to the Analysis community in the UK, when be switched to finance. Not only because of his research and teaching, but also because guys like him make the community, and be it in finance or mathematics the world is a much richer and pleasant place with people like Mark around.

RIP Mark Joshi
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