EDUCATION: 2006 - Present Ph.D. in Mathematics Centre of Mathematics for Applications (CMA) University of Oslo , Oslo-Norway. Theme: “ Malliavin Calculus for Levy Processes and Applications to Finance” Advisor: Prof. Bernt Øksendal Co-advisor : Assoc. Prof. Giulia Di Nunno 2002 – 2005 M.Sc. in Financial Mathematics Institute of Applied Mathematics (IAM) Middle East Technical University (METU), Ankara- Turkey. Theme: “One-Factor Interest Rate Models: Analytic Expressions and Approximations” Advisor: Prof. Hayri Körezlioglu 1997-2002 B.S. in Mathematics Middle East Technical University (METU), Ankara- Turkey 1997—2002 B.S. in Mathematics Education Middle East Technical University (METU), Ankara, Turkey PARTICIPATION TO SCIENTIFIC EVENTS:
- Innovations in Mathematical Finance Workshop, Loen, Norway, 25th June- 1st July 2007.
The title of the speech : "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 speech : "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 speech : The Clark-Ocone formula under change of measure for Levy processes.
ATTENDANCE TO SCIENTIFIC EVENTS: - 14th Workshop in Mathematics and Economics: Inside and Asymmetric Information in Financial Trading, Oslo, Norway, 5th October 2007.
- Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance, Vienna, Austria, 17th-22nd September 2007.
- Stochastic Filtering and Control Workshop, Coventry, UK, 20th-22nd August 2007.
- 13th Workshop in Mathematics and Economics: Risk Measures and Stochastic Games with Application to Finance and Economics, 29th September 2006.
- First Conference of Advanced Mathematical Methods for Finance, Side-Antalya, Turkey, 26th-29th April 2006.
- 3rd Conference in Actuarial Science & Finance, Samos, Greece, 2th-5th September 2004.
- ERC / METU International Conference in Economics VII, Ankara, Turkey, 6th-9th September 2003.
PUBLICATIONS: - White noise generalization of the Clark-Ocone formula under change of measure, submitted.
- Clark-Ocone formula under change of measure for general Levy processes (in preperation)
- Optimal consumption and investment problem for an insider (in preparation, joint work with David, Delphine).
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