Advisor of Ph.D. Thesis:
- B. Alper İnkaya, METU, ongoing. Theme: Multiscale Volatility Modeling via Malliavin Calculus.
Advisor of M.Sc. Thesis:
- Hanife Sevda Nalbant, METU, May 2013. Theme: Backward Stochastic Differential Equations and their Applications to Stochastic Control Problems.
- Cansu İncegül Yücetürk, METU, August 2013. Theme: Backward Stochastic Differential Equations and Feyman-Kac Formula in the Presence of Jump Processes.
- Sinem Kozpınar, METU, September 2013. Theme: Pricing American Options under Discrete and Continuous Time Setting.
- Bilgi Yılmaz, METU, ongoing. Theme: Computations of Greeks using Malliavin Calculus.
- Ekin Baylan, METU, ongoing. Theme: Adaptive Techniques in Stochastic Simulations.
- Abdulwahab Adinoyi Animoku, METU, ongoing. Theme: Dupires Local Volatility Model
- Ecem Hergüner, METU, ongoing. Theme: Fokker-Planck Equations for Stochastic Differential Equations driven by Fractional Brownian Motion and their application to finance.
Co-Advisor of M.Sc. Thesis:
- İsmail Hakkı Gökgöz, M.Sc., METU, September 2012. Theme: Stochastic Credit Default Swap Pricing.
- B. Alper İnkaya, M.Sc., METU, September 2011. Theme: Option Pricing using Fractional Brownian Motion.
Advisor of Graduation Projects:
- Gözde Aksoy, Selen Demirel and Begüm Güloğlu, Çankaya University, January 2011. Graduation project: Evolution of Stochastic Processes and Their Applications,
- Seda Nur Döger and Serhan Aydın, Çankaya University, January 2011. Graduation project: Game Theory and its Applications
- Merve Öz and Damla Belgin Sert, Çankaya University, June 2011. Graduation project: Option Pricing with Monte Carlo Integration,
- Fahrettin Aldemir, METU, September 2011. Graduation project: Analysis of Electricity Prices in Turkey using ARMA Process Technique