Erdinc Akyildirim
Thesis
Thesis Title: | Essays in Quantitative Finance |
Thesis Advisor: | Prof. Dr. Erich Walter Farkas, Prof. Halil Mete Soner |
Year of Graduation: | 2013 |
Next Employment
Assistant Professor at the Akdeniz University, Antalya, Turkey (2015)
Istanbul Stock Exchange, Business and Product Development Department (2013)
Research Papers
- Erdinc Akyildirim, Ibrahim Ethem Güney, Jean-Charles Rochet and H. Mete Soner: Optimal Dividend Policy with Random Interest Rates, 2013, Swiss Finance Institute Research Paper No. 13-14
- Erdinc Akyildirim: Partial Hedging and Cash Requirement in Discrete Time, March 2013, FINRISK WP 840
- Erdinc Akyildirim, Yan Dolinsky, H. Mete Soner: Approximating Stochastic Volatility by Recombinant Trees, March 2013, FINRISK WP 839
Publications
- Erdinc Akyildirim, Ibrahim Ethem Güney, Jean-Charles Rochet and H. Mete Soner: Optimal Dividend Policy with Random Interest Rates, Journal of Mathematical Economics, 2014, Vol 51, Pages 93–101
- Erdinc Akyıldırım, Yan Dolinsky and H. Mete Soner: Approximating stochastic volatility by recombinant trees, The Annals of Applied Probability, 2014, Vol 24, Pages 2176-2205