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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).
 

Newsflash

At the moment I am a Ph.D. student at CMA at the University of Oslo. My studies are on the Malliavin calculus applied to Levy processes.
 

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