JOR 17 4 Authors
The Journal of Risk
Volume 17, Issue 4
Mark Joshi is a researcher and consultant in mathematical finance, and a Professor at the University of Melbourne. His research focuses on derivatives pricing and interest rate derivatives in particular. He is the author of numerous research articles and seven books. He was an assistant lecturer in the department of pure mathematics and mathematical statistics at Cambridge University and a fellow of Darwin college from 1994 to 1999.Following this, he worked for the Royal Bank of Scotland from 1999 to 2005 as a quantitative analyst at a variety of levels, finishing as the Head of Quantitative Research for Group Risk Management. He joined the Centre for Actuarial Studies at the University of Melbourne in November 2005 as an associate professor, and he is now a full professor.
Christian Lau works in the risk management of Talanx AG. Before that, he was a Ph.D. student and research associate at the School of Economics and Business, Martin-Luther-University Halle-Wittenberg, Germany. He received his diploma in economics and Bachelor's Degree in mathematics from the Leibniz University Hannover. His research interests include heavy tailed distributions, volatility modeling and risk measuring.