INSTITUTE OF APPLIED MATHEMATICS
Embedded Image
Affiliation: Middle East Technical University
Office: S220
Phone: +90 (312) 210-5695
E-Mail: yyolcu\( @ \)metu.edu.tr
Website: http://yelizyolcuokur.com
Research Interests: Stochastic Analysis and Applications to Finance; Malliavin Calculus; Interest Rate Modeling

  • 2004:
    1. One-Factor Interest Rate Models: Analytic Solutions and Approximations. Y. Yolcu. Master's thesis, Middle East Technical University, 2004. BibTeX ]
      @mastersthesis{Yolcu2004,
        author        = {Yeliz Yolcu},
        title         = {One-Factor Interest Rate Models: Analytic Solutions and Approximations},
        school        = {Middle East Technical University},
        year          = {2004},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
back