M.Sc./Ph.D. Thesis Advisory

Advisor of Ph.D. Thesis:

  1. B. Alper İnkaya, METU, ongoing.  Theme: Multiscale Volatility Modeling via Malliavin Calculus.

Advisor of M.Sc. Thesis:

  1. Hanife Sevda Nalbant, METU, May 2013.  Theme: Backward Stochastic Differential Equations and their Applications to Stochastic Control Problems.
  2. Cansu İncegül Yücetürk, METU, August 2013. Theme: Backward Stochastic Differential Equations and Feyman-Kac Formula in the Presence of Jump Processes.
  3. Sinem Kozpınar, METU, September 2013. Theme: Pricing American Options under Discrete and Continuous Time Setting.
  4. Bilgi Yılmaz, METU, ongoing. Theme: Computations of Greeks using Malliavin Calculus.
  5. Ekin Baylan, METU, ongoing. Theme: Adaptive Techniques in Stochastic Simulations.
  6. Abdulwahab Adinoyi Animoku, METU, ongoing. Theme: Dupires Local Volatility Model
  7. 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:

  1. İsmail Hakkı Gökgöz, M.Sc., METU, September 2012. Theme: Stochastic Credit Default Swap Pricing.
  2. B. Alper İnkaya, M.Sc., METU, September 2011. Theme: Option Pricing using Fractional Brownian Motion.

Advisor of Graduation Projects:

  1. Gözde Aksoy, Selen Demirel and Begüm Güloğlu, Çankaya University,  January 2011. Graduation project: Evolution of Stochastic Processes and Their Applications,
  2. Seda Nur Döger and Serhan Aydın, Çankaya University, January 2011. Graduation project: Game Theory and its Applications
  3. Merve Öz and Damla Belgin Sert, Çankaya University, June 2011. Graduation project: Option Pricing with Monte Carlo Integration,
  4. Fahrettin Aldemir, METU, September 2011.  Graduation project: Analysis of Electricity Prices in Turkey using ARMA Process Technique

Leave a Reply

Your email address will not be published.