Presentations

Presentations in international/national conferences (selected):

  • Innovations in Stochastic Analysis and Mathematical Finance, Bergen, Norway, 24-26 September 2013. The title of the talk: “Forward Backward Stochastic Differential Equations and Feyman-Kac Formula in the Presence of Jump Processes”.
  • 26th European Conference on Operational Research, Rome, İtaly, 1-4 July 2013. The title of the talk: “A Survey on the Analysis of Financial Markets with Asymmetric Information”.
  • XXIV. Ulusal Matematik Sempozyumu, Uludağ University, Bursa, Turkey, 07-10 September 2011. The title of the talk: “Malliavin Kalkülüs ve Uygulamaları”.
  • 24th Mini EURO Conference on Continuous Optimization and Information-Based Technologies in the Financial Sector, Izmir, Turkey, 23-26 June 2010. The title of the talk: “Stochastic portfolio optimization in a market with jumps in presence of an insider”.
  • International Conference on Stochastic Analysis and Applications, Hammamet, Tunus, 12-16 October 2009. The title of the talk:“A Malliavin calculus approach to general stochastic differential games with partial information”.
  • First European Summer School in Financial Mathematics, Dourdan, France, 7-14 September 2008.  The title of the talk: “Stochastic control problems in presence of an insider”.
  • Bachelier Finance Society Fifth World Congress, London, England, 15-19 July 2008. The title of the talk: “Representation of the square integrable Levy martingales under change of measure”.
  • Workshop on Recent Developments in Financial Mathematics and Stochastic Calculus in Memory of Hayri Körezlioğlu, Ankara, Turkey, 23-26 April 2008. The title of the talk: “Optimal consumption and portfolio for an insider in a market with jumps”.
  • Innovations in Mathematical Finance Workshop, Loen, Norway, 25th June- 1st July 2007. The title of the talk: “Generalizations of the Clark-Ocone formula under change of measure with application to mathematical finance”.
  • Second General AMAMEF Conference and Banach Center Conference, Bedlewo, Poland, 30th April- 5th May 2007. The title of the talk: “White noise generalization of the Clark-Ocone formula under change of measure”.
  • Southern Africa Mathematical Sciences Association (SAMSA) 2006 Conference,Gaborone, Botswana, 27th November-1st December 2006. The title of the talk: “The Clark-Ocone formula under change of measure for L\’evy processes”.

Invited Talks:

  • Stochastic Differential Equations and Their Applications in Finance, Department of Statistics, METU, 8 December 2011, Ankara.
  • Stochastic Differential Equations and Their Applications, Department of Statistics, Ankara University, 25 February 2011, Ankara.
  • The Malliavin Calculus and its Applications, Department of Industrial Engineering, Bilkent University, 22 October 2010, Ankara.

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