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