INSTITUTE OF APPLIED MATHEMATICS
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Affiliation: Banking Regulation and Supervision Agency

  • 2015:
    1. Particle MCMC for a Time Changed Levy Process. A. Yüksel. PhD thesis, Middle East Technical University, 2015. BibTeX ]
      @phdthesis{Yueksel2015,
        author        = {Ayhan Yüksel},
        title         = {Particle MCMC for a Time Changed Levy Process},
        school        = {Middle East Technical University},
        year          = {2015},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
  • 2007:
    1. Credit Risk Modelling With Stochastic Volatility, Jumps and Stochastic Interest Rates. A. Yüksel. Master's thesis, Middle East Technical University, 2007. BibTeX ]
      @mastersthesis{Yuksel2007,
        author        = {Ayhan Yüksel},
        title         = {Credit Risk Modelling With Stochastic Volatility, Jumps and Stochastic Interest Rates},
        school        = {Middle East Technical University},
        year          = {2007},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
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