INSTITUTE OF APPLIED MATHEMATICS

Theses & Term Projects

Last Updated:
19/07/2017 - 10:23
  • 2016:
    1. Stochastic Mortality Estimation using Heligman-Pollard Method. D. Cidal. Technical report, Middle East Technical University, 2016. BibTeX ]
      @techreport{Cidal2016,
        author        = {Derya Cidal},
        title         = {Stochastic Mortality Estimation using Heligman-Pollard Method},
        institution   = {Middle East Technical University},
        year          = {2016},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2014:
    1. The Impact of the Replacement Migration Policy on Demographic Indicators and Labor Force in Turkey. O.N. Erdem. Technical report, Middle East Technical University, 2014. BibTeX ]
      @techreport{Erdem2014,
        author        = {Osman Nuri Erdem},
        title         = {The Impact of the Replacement Migration Policy on Demographic Indicators and Labor Force in Turkey},
        institution   = {Middle East Technical University},
        year          = {2014},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. Actuarial Valuation of Unemployment Insurance Fund in Turkey. E. Kızmaz . Technical report, Middle East Technical University, 2014. BibTeX  ]
      @techreport{Kizmaz 2014,
        author        = {Emel Kızmaz },
        title         = {Actuarial Valuation of Unemployment Insurance Fund in Turkey},
        institution   = {Middle East Technical University},
        year          = {2014},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    3. Determination of the Claim Number Process on the Appearance of Chronic Obstructive Pulmonary Disease (COPD) in İstanbul. D. Özkan. Technical report, Middle East Technical University, 2014. BibTeX ]
      @techreport{Oezkan2014,
        author        = {Derya Özkan},
        title         = {Determination of the Claim Number Process on the Appearance of Chronic Obstructive Pulmonary Disease (COPD) in İstanbul},
        institution   = {Middle East Technical University},
        year          = {2014},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2013:
    1. Statistical Analysis of Automobile Insurance in Turkey. E. Çalışkan. Technical report, Middle East Technical University, 2013. BibTeX ]
      @techreport{Caliskan2013,
        author        = {Ezgi Çalışkan},
        title         = {Statistical Analysis of Automobile Insurance in Turkey},
        institution   = {Middle East Technical University},
        year          = {2013},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2012:
    1. The Impact of Longevity Risk on Turkish Pension System. E. Ben. Technical report, Middle East Technical University, 2012. BibTeX ]
      @techreport{Ben2012,
        author        = {Emre Ben},
        title         = {The Impact of Longevity Risk on Turkish Pension System},
        institution   = {Middle East Technical University},
        year          = {2012},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2009:
    1. Retrospective Hedging: A Study of Futures Contracts on TurkDEX. S. Özler. Technical report, Middle East Technical University, 2009. BibTeX ]
      @techreport{Oezler2009,
        author        = {Serpil Özler},
        title         = {Retrospective Hedging: A Study of Futures Contracts on TurkDEX},
        institution   = {Middle East Technical University},
        year          = {2009},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2008:
    1. Monte Carlo Methods for Option Pricing. S. Kaplan. Technical report, Middle East Technical University, 2008. BibTeX ]
      @techreport{Kaplan2008,
        author        = {Sibel Kaplan},
        title         = {Monte Carlo Methods for Option Pricing},
        institution   = {Middle East Technical University},
        year          = {2008},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. Actuarial Risk Process and Ruin Probability. R. Özkan. Technical report, Middle East Technical University, 2008. BibTeX ]
      @techreport{Oezkan2008,
        author        = {Raşit Özkan},
        title         = {Actuarial Risk Process and Ruin Probability},
        institution   = {Middle East Technical University},
        year          = {2008},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    3. Risk Minimizing Strategies in Unit Linked Life Insurance Contracts. V. Jafarova. Technical report, Middle East Technical University, 2008. BibTeX ]
      @techreport{Jafarova2008,
        author        = {Vafa Jafarova},
        title         = {Risk Minimizing Strategies in Unit Linked Life Insurance Contracts},
        institution   = {Middle East Technical University},
        year          = {2008},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    4. Value at Risk: How Various Methodologies Differ. İ. Menet. Technical report, Middle East Technical University, 2008. BibTeX ]
      @techreport{Menet2008,
        author        = {İlkin Menet},
        title         = {Value at Risk: How Various Methodologies Differ},
        institution   = {Middle East Technical University},
        year          = {2008},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    5. Credit Default Swap Basis, Pricing Model and Evaluation. A.N. Özveren. Technical report, Middle East Technical University, 2008. BibTeX ]
      @techreport{Oezveren2008,
        author        = {Ayşe Neylan Özveren},
        title         = {Credit Default Swap Basis, Pricing Model and Evaluation},
        institution   = {Middle East Technical University},
        year          = {2008},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    6. Option Pricing by Heston Method. N. Çelik. Technical report, Middle East Technical University, 2008. BibTeX ]
      @techreport{Celik2008,
        author        = {Nazlı Çelik},
        title         = {Option Pricing by Heston Method},
        institution   = {Middle East Technical University},
        year          = {2008},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2006:
    1. Tourism Demand for Turkey: Models, Analysis and Results. T. Aktürk. Technical report, Middle East Technical University, 2006. BibTeX ]
      @techreport{Aktuerk2006,
        author        = {Tolga Aktürk},
        title         = {Tourism Demand for Turkey: Models, Analysis and Results},
        institution   = {Middle East Technical University},
        year          = {2006},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. The Relationship Between Market Beta and Financial Performances of Companies in Textile Sector. F.G. Başaran. Technical report, Middle East Technical University, 2006. BibTeX ]
      @techreport{Basaran2006,
        author        = {Fatma Gaye Başaran},
        title         = {The Relationship Between Market Beta and Financial Performances of Companies in Textile Sector},
        institution   = {Middle East Technical University},
        year          = {2006},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    3. The Impacts of Macroeconomic Variables on Stock Returns. B. Çakar. Technical report, Middle East Technical University, 2006. BibTeX ]
      @techreport{Cakar2006,
        author        = {Başak Çakar},
        title         = {The Impacts of Macroeconomic Variables on Stock Returns},
        institution   = {Middle East Technical University},
        year          = {2006},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    4. The Effects of Financial Liberalization on Stock Markets in Emerging Markets. U.B. Geyikçi. Technical report, Middle East Technical University, 2006. BibTeX ]
      @techreport{Geyikci2006,
        author        = {Utku Bora Geyikçi},
        title         = {The Effects of Financial Liberalization on Stock Markets in Emerging Markets},
        institution   = {Middle East Technical University},
        year          = {2006},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    5. Determinants of Individual Ratings: A Multivariate Statistical Analysis. E.E. Gökçek. Technical report, Middle East Technical University, 2006. BibTeX ]
      @techreport{Goekcek2006,
        author        = {Ebru Elif Gökçek},
        title         = {Determinants of Individual Ratings: A Multivariate Statistical Analysis},
        institution   = {Middle East Technical University},
        year          = {2006},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    6. High Volatility, Heavy Tails And Extreme Values in Value At Risk Estimation. A. Kısacık. Technical report, Middle East Technical University, 2006. BibTeX ]
      @techreport{Kisacik2006,
        author        = {Ayşe Kısacık},
        title         = {High Volatility, Heavy Tails And Extreme Values in Value At Risk Estimation},
        institution   = {Middle East Technical University},
        year          = {2006},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2005:
    1. A General View To The Applications Of Statistics On Motor Insurance Industry. A. Akınlı. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Akinli2005,
        author        = {Aylin Akınlı},
        title         = {A General View To The Applications Of Statistics On Motor Insurance Industry},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. Optimal Reinsurance Strategies under Exponentially Distributed Claim Amounts. C. Aksu. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Aksu2005,
        author        = {Cengizhan Aksu},
        title         = {Optimal Reinsurance Strategies under Exponentially Distributed Claim Amounts},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    3. Annuities With Controlled Random Interest Rates. E. Kürüm. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Kueruem2005,
        author        = {Efsun Kürüm},
        title         = {Annuities With Controlled Random Interest Rates},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    4. Credit Derivatives Markets, Applications, Legal Issues and Strategic Use. V.G. Bilgin. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Bilgin2005,
        author        = {G. Volkan Bilgin},
        title         = {Credit Derivatives Markets, Applications, Legal Issues and Strategic Use},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    5. Insurer’s Optimal Reinsurance Protections under Pareto Distributed Claim Amounts. G. Yılmaz. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Yilmaz2005,
        author        = {Gökhan Yılmaz},
        title         = {Insurer’s Optimal Reinsurance Protections under Pareto Distributed Claim Amounts},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    6. Analysis of Bauspar System and Model Based Clustering with Hidden Markov Models. H.T. İnce. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Ince2005,
        author        = {Hale Taşkın İnce},
        title         = {Analysis of Bauspar System and Model Based Clustering with Hidden Markov Models},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    7. Defined Benefit Pension Fund Modeling. E.N. Buz. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Buz2005,
        author        = {N. Ebru Buz},
        title         = {Defined Benefit Pension Fund Modeling},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    8. Investigating The Use of Value at Risk in Insurance (Applying Monte Carlo Simulation Method). S. Karaaslan. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Karaaslan2005,
        author        = {Sema Karaaslan},
        title         = {Investigating The Use of Value at Risk in Insurance (Applying Monte Carlo Simulation Method)},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Actuarial Sciences, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2016:
    1. Binary Field Multiplication Using Toeplitz Matrix and Optimal Normal Basis. H. Özyürek. Technical report, Middle East Technical University, 2016. BibTeX ]
      @techreport{Oezyuerek2016,
        author        = {Hakan Özyürek},
        title         = {Binary Field Multiplication Using Toeplitz Matrix and Optimal Normal Basis},
        institution   = {Middle East Technical University},
        year          = {2016},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2015:
    1. Sparse Decomposition of Hadamard Matrices. D. Karakozak. Technical report, Middle East Technical University, 2015. BibTeX ]
      @techreport{Karakozak2015,
        author        = {Dilara Karakozak},
        title         = {Sparse Decomposition of Hadamard Matrices},
        institution   = {Middle East Technical University},
        year          = {2015},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. Lattice Based Cryptography. D. Küçük. Technical report, Middle East Technical University, 2015. BibTeX ]
      @techreport{Kuecuek2015,
        author        = {Deniz Küçük},
        title         = {Lattice Based Cryptography},
        institution   = {Middle East Technical University},
        year          = {2015},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2014:
    1. White-Box Cryptography for Aes. A.E. Yavuzyiğit. Technical report, Middle East Technical University, 2014. BibTeX ]
      @techreport{Yavuzyigit2014,
        author        = {Ayşe Eda Yavuzyiğit},
        title         = {White-Box Cryptography for Aes},
        institution   = {Middle East Technical University},
        year          = {2014},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. Quadratic sieve on GPU. M.S. Al. Technical report, Middle East Technical University, 2014. BibTeX ]
      @techreport{Al2014,
        author        = {Muhammed Serhat Al},
        title         = {Quadratic sieve on GPU},
        institution   = {Middle East Technical University},
        year          = {2014},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    3. Undisturbed Bits. E. Çulhacı. Technical report, Middle East Technical University, 2014. BibTeX ]
      @techreport{Culhaci2014,
        author        = {Elif Çulhacı},
        title         = {Undisturbed Bits},
        institution   = {Middle East Technical University},
        year          = {2014},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    4. Term Project. M. Toker. Technical report, Middle East Technical University, 2014. BibTeX ]
      @techreport{Toker2014,
        author        = {Mehmet Toker},
        title         = {Term Project},
        institution   = {Middle East Technical University},
        year          = {2014},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2013:
    1. Adaptation of the Conventional Voting Systems to Modern Era: Prêt à Voter. H. Yılmaz. Technical report, Middle East Technical University, 2013. BibTeX ]
      @techreport{Yilmaz2013,
        author        = {Handan Yılmaz},
        title         = {Adaptation of the Conventional Voting Systems to Modern Era: Prêt à Voter},
        institution   = {Middle East Technical University},
        year          = {2013},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. Modern Cryptography For Electronic Voting. E. Kanıcı. Technical report, Middle East Technical University, 2013. BibTeX ]
      @techreport{Kanici2013,
        author        = {Eylül Kanıcı},
        title         = {Modern Cryptography For Electronic Voting},
        institution   = {Middle East Technical University},
        year          = {2013},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    3. Internet Votıng And Homomorphıc Encryptıon. S. Özkan. Technical report, Middle East Technical University, 2013. BibTeX ]
      @techreport{Oezkan2013,
        author        = {Seçil Özkan},
        title         = {Internet Votıng And Homomorphıc Encryptıon},
        institution   = {Middle East Technical University},
        year          = {2013},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    4. Cloud Computing Presentation. S. Ahmed. Technical report, Middle East Technical University, 2013. BibTeX ]
      @techreport{Ahmed2013,
        author        = {Saad Ahmed},
        title         = {Cloud Computing Presentation},
        institution   = {Middle East Technical University},
        year          = {2013},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2011:
    1. Hyperbent Functions and Kloosterman Sums. A.Y. Gök. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Goek2011,
        author        = {Ayşe Yünter Gök},
        title         = {Hyperbent Functions and Kloosterman Sums},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. A Review of the Fundamentals of Quantum Computation and Quantum Information. M. Demircioğlu. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Demircioglu2011,
        author        = {Murat Demircioğlu},
        title         = {A Review of the Fundamentals of Quantum Computation and Quantum Information},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    3. Decorrelation Theory. D. Öner. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Oener2011,
        author        = {Dilek Öner},
        title         = {Decorrelation Theory},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    4. Algebraic Immunıty & Its Importance For Cryptographic Aspects. A. Taş. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Tas2011,
        author        = {Alper Taş},
        title         = {Algebraic Immunıty \& Its Importance For Cryptographic Aspects},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    5. Survey on Reflection Cryptanalysis. H.K. Taşkın. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Taskin2011,
        author        = {Halil Kemal Taşkın},
        title         = {Survey on Reflection Cryptanalysis},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    6. Infinite Class of Balanced Boolean Functions with Optimal Algebraic Immunity. M.E. Ulu. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Ulu2011,
        author        = {Metin Evrim Ulu},
        title         = {Infinite Class of Balanced Boolean Functions with Optimal Algebraic Immunity},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    7. A Survey On Steiner Systems. E. Yardımcı. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Yardimci2011,
        author        = {Engin Yardımcı},
        title         = {A Survey On Steiner Systems},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    8. Observing a network traffic to in a vulnerable machine. S. Korkmaz. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Korkmaz2011,
        author        = {Serdar Korkmaz},
        title         = {Observing a network traffic to in a vulnerable machine},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    9. Cryptanalysis Of Camellia Block Cipher Algorithm. Ö. Topuz. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Topuz2011,
        author        = {Ömer Topuz},
        title         = {Cryptanalysis Of Camellia Block Cipher Algorithm},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    10. The Analysis of Hyperbent Functions in Terms of Dickson Polynomials. F. Atalay. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Atalay2011,
        author        = {Firuze Atalay},
        title         = {The Analysis of Hyperbent Functions in Terms of Dickson Polynomials},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    11. Analysis Of Aes: Sbox, Mds Matrix And Key Schedule Algortihm. Ö. Acar. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Acar2011,
        author        = {Özge Acar},
        title         = {Analysis Of Aes: Sbox, Mds Matrix And Key Schedule Algortihm},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    12. A Study Over Randomness Testing. Y. Asar. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Asar2011,
        author        = {Yasin Asar},
        title         = {A Study Over Randomness Testing},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2010:
    1. Structural Testing of Hash Functions. B. Ege. Technical report, Middle East Technical University, 2010. BibTeX ]
      @techreport{Ege2010,
        author        = {Barış Ege},
        title         = {Structural Testing of Hash Functions},
        institution   = {Middle East Technical University},
        year          = {2010},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. Analysis of Relations Between Difference Distribution Tables and Autocorrelation Functions. B. Talay. Technical report, Middle East Technical University, 2010. BibTeX ]
      @techreport{Talay2010,
        author        = {Banu Talay},
        title         = {Analysis of Relations Between Difference Distribution Tables and Autocorrelation Functions},
        institution   = {Middle East Technical University},
        year          = {2010},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    3. Cryptographic Analysis of the S-Boxes of the hash functions Sarmal, Luffa and JH. D. Arslan. Technical report, Middle East Technical University, 2010. BibTeX ]
      @techreport{Arslan2010,
        author        = {Dilek Arslan},
        title         = {Cryptographic Analysis of the S-Boxes of the hash functions Sarmal, Luffa and JH},
        institution   = {Middle East Technical University},
        year          = {2010},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    4. Some Results On Maximum Nonlinear Functions. K. Doğan. Technical report, Middle East Technical University, 2010. BibTeX ]
      @techreport{Dogan2010,
        author        = {Kenan Doğan},
        title         = {Some Results On Maximum Nonlinear Functions},
        institution   = {Middle East Technical University},
        year          = {2010},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2009:
    1. A framework for document⁄file authorization in document management systems via PKI. P. Erdem. Technical report, Middle East Technical University, 2009. BibTeX ]
      @techreport{Erdem2009,
        author        = {Pelin Erdem},
        title         = {A framework for document/file authorization in document management systems via PKI},
        institution   = {Middle East Technical University},
        year          = {2009},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. A Case Study on the Security of IPV6 Transition Methods. E. Yüce. Technical report, Middle East Technical University, 2009. BibTeX ]
      @techreport{Yuece2009,
        author        = {Emre Yüce},
        title         = {A Case Study on the Security of IPV6 Transition Methods},
        institution   = {Middle East Technical University},
        year          = {2009},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    3. Secure Email Transactions Using S⁄Mime. B. Alam. Technical report, Middle East Technical University, 2009. BibTeX ]
      @techreport{Alam2009,
        author        = {Bilal Alam},
        title         = {Secure Email Transactions Using S/Mime},
        institution   = {Middle East Technical University},
        year          = {2009},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    4. A Survey of Solinas Primes. R. Muhammad. Technical report, Middle East Technical University, 2009. BibTeX ]
      @techreport{Muhammad2009,
        author        = {Riaz Muhammad},
        title         = {A Survey of Solinas Primes},
        institution   = {Middle East Technical University},
        year          = {2009},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    5. Linear Characteristics of Whirlpool Block Cipher. H. Gürbaşlar. Technical report, Middle East Technical University, 2009. BibTeX ]
      @techreport{Guerbaslar2009,
        author        = {Hakan Gürbaşlar},
        title         = {Linear Characteristics of Whirlpool Block Cipher},
        institution   = {Middle East Technical University},
        year          = {2009},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    6. Steganography and Steganalysis. Ü. Tatar. Technical report, Middle East Technical University, 2009. BibTeX ]
      @techreport{Tatar2009,
        author        = {Ünal Tatar},
        title         = {Steganography and Steganalysis},
        institution   = {Middle East Technical University},
        year          = {2009},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    7. The Analysis of Nonlinear Boolean Function Generation Via Genetic Algorithm. Y. Gökırmak. Technical report, Middle East Technical University, 2009. BibTeX ]
      @techreport{Goekirmak2009,
        author        = {Yavuz Gökırmak},
        title         = {The Analysis of Nonlinear Boolean Function Generation Via Genetic Algorithm},
        institution   = {Middle East Technical University},
        year          = {2009},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2008:
    1. MD4 Testing a Crypto Box Using Related Key Boomerang Attack with 2 Keys. E. Bektaş. Technical report, Middle East Technical University, 2008. BibTeX ]
      @techreport{Bektas2008,
        author        = {Ergün Bektaş},
        title         = {MD4 Testing a Crypto Box Using Related Key Boomerang Attack with 2 Keys},
        institution   = {Middle East Technical University},
        year          = {2008},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. Finding Collision To Md4 By Using Wang’s Method. O. Kurt. Technical report, Middle East Technical University, 2008. BibTeX ]
      @techreport{Kurt2008,
        author        = {Onur Kurt},
        title         = {Finding Collision To Md4 By Using Wang’s Method},
        institution   = {Middle East Technical University},
        year          = {2008},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    3. Cryptographic Analysis of The Versions of the Serpent Cipher. Ç. Acar. Technical report, Middle East Technical University, 2008. BibTeX ]
      @techreport{Acar2008,
        author        = {Çiğdem Acar},
        title         = {Cryptographic Analysis of The Versions of the Serpent Cipher},
        institution   = {Middle East Technical University},
        year          = {2008},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    4. Construction of Secret Sharing Schemes Using Linear Codes. H. Özadam. Technical report, Middle East Technical University, 2008. BibTeX ]
      @techreport{Oezadam2008,
        author        = {Hakan Özadam},
        title         = {Construction of Secret Sharing Schemes Using Linear Codes},
        institution   = {Middle East Technical University},
        year          = {2008},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    5. Analysis of Rabbit Cipher. T.L. Ölçüoğlu. Technical report, Middle East Technical University, 2008. BibTeX ]
      @techreport{Oelcueoglu2008,
        author        = {L. Tarkan Ölçüoğlu},
        title         = {Analysis of Rabbit Cipher},
        institution   = {Middle East Technical University},
        year          = {2008},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2007:
    1. Related Key Attack and Slide Atack. İ. Acunalp. Technical report, Middle East Technical University, 2007. BibTeX ]
      @techreport{Acunalp2007,
        author        = {İlksen Acunalp},
        title         = {Related Key Attack and Slide Atack},
        institution   = {Middle East Technical University},
        year          = {2007},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. Time Memory Tread of Attac Using Rainbow Tables. C. Mangır. Technical report, Middle East Technical University, 2007. BibTeX ]
      @techreport{Mangir2007,
        author        = {Ceyda Mangır},
        title         = {Time Memory Tread of Attac Using Rainbow Tables},
        institution   = {Middle East Technical University},
        year          = {2007},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    3. Optimal Extension Field: Software and Hardware Implementation. Ö. Sever. Technical report, Middle East Technical University, 2007. BibTeX ]
      @techreport{Sever2007,
        author        = {Ömer Sever},
        title         = {Optimal Extension Field: Software and Hardware Implementation},
        institution   = {Middle East Technical University},
        year          = {2007},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    4. Time- Memory Trade-Off Using Distinguished Points. B. Yılmaz. Technical report, Middle East Technical University, 2007. BibTeX ]
      @techreport{Yilmaz2007,
        author        = {Bülent Yılmaz},
        title         = {Time- Memory Trade-Off Using Distinguished Points},
        institution   = {Middle East Technical University},
        year          = {2007},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    5. Smartcard &Cryptography. Z. Yüce. Technical report, Middle East Technical University, 2007. BibTeX ]
      @techreport{Yuece2007,
        author        = {Zaliha Yüce},
        title         = {Smartcard \&Cryptography},
        institution   = {Middle East Technical University},
        year          = {2007},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    6. A Study On Time-Memory Trade-Off Using Hellman Method. A. Züber. Technical report, Middle East Technical University, 2007. BibTeX ]
      @techreport{Zueber2007,
        author        = {Arda Züber},
        title         = {A Study On Time-Memory Trade-Off Using Hellman Method},
        institution   = {Middle East Technical University},
        year          = {2007},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2006:
    1. Differential Cryptanalysis and Linear Cryptanalysis of Block Ciphers. Ö. Boztaş. Technical report, Middle East Technical University, 2006. BibTeX ]
      @techreport{Boztas2006,
        author        = {Özkan Boztaş},
        title         = {Differential Cryptanalysis and Linear Cryptanalysis of Block Ciphers},
        institution   = {Middle East Technical University},
        year          = {2006},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. Crypxor - A Stream Cipher Based Encryption and RSA Based Digital Signature Generation and Verification Tool. R.D. Ersöz. Technical report, Middle East Technical University, 2006. BibTeX ]
      @techreport{Ersoez2006,
        author        = {Recep Doğan Ersöz},
        title         = {Crypxor - A Stream Cipher Based Encryption and RSA Based Digital Signature Generation and Verification Tool},
        institution   = {Middle East Technical University},
        year          = {2006},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    3. RSA Key Supplier and Test Application. A. Öner. Technical report, Middle East Technical University, 2006. BibTeX ]
      @techreport{Oener2006,
        author        = {Abdullah Öner},
        title         = {RSA Key Supplier and Test Application},
        institution   = {Middle East Technical University},
        year          = {2006},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2005:
    1. Data Sets of Block Cipher Statistical Test Kit. A. Altan. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Altan2005,
        author        = {Abdulkadir Altan},
        title         = {Data Sets of Block Cipher Statistical Test Kit},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. Probabilistic Primality Tests. A. Bektaş. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Bektas2005,
        author        = {Atilla Bektaş},
        title         = {Probabilistic Primality Tests},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    3. An Overview of Quantum Cryptography. B. Özkök. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Oezkoek2005,
        author        = {Barış Özkök},
        title         = {An Overview of Quantum Cryptography},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    4. Evaluation Functions of Block Cipher Statistical Test Kit. D. Toz. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Toz2005,
        author        = {Deniz Toz},
        title         = {Evaluation Functions of Block Cipher Statistical Test Kit},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    5. Notes On Systematic Authentication Codes With Highly Nonlinear Functions and Exponential Sums Over Finite Fields. M. Ulutaş. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Ulutas2005,
        author        = {Mahir Ulutaş},
        title         = {Notes On Systematic Authentication Codes With Highly Nonlinear Functions and Exponential Sums Over Finite Fields},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    6. On factoring n with the b-algorithm. T. Ergun. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Ergun2005,
        author        = {Tamer Ergun},
        title         = {On factoring n with the b-algorithm},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2004:
    1. Boole Crypt: A Library for Crytographical Viewpoint of Boolean Functions. M. Özarar. Technical report, Middle East Technical University, 2004. BibTeX ]
      @techreport{Oezarar2004,
        author        = {Mert Özarar},
        title         = {Boole Crypt: A Library for Crytographical Viewpoint of Boolean Functions},
        institution   = {Middle East Technical University},
        year          = {2004},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
    2. A Construction of Aalgebraic Codes Over Finite Fields. K. Kaşkaloğlu. Technical report, Middle East Technical University, 2004. BibTeX ]
      @techreport{Kaskaloglu2004,
        author        = {Kerem Kaşkaloğlu},
        title         = {A Construction of Aalgebraic Codes Over Finite Fields},
        institution   = {Middle East Technical University},
        year          = {2004},
        address       = {Cryptography, Institute of Applied Mathematics, Middle East Technical University}
      }
      
      
  • 2016:
    1. Modern Portfolio Optimization with Value at Risk and Conditional Value at Risk - Explanation, Evaluation and Comparison. S. Keskin. Technical report, Middle East Technical University, 2016. BibTeX ]
      @techreport{Keskin2016,
        author        = {Sinem Keskin},
        title         = {Modern Portfolio Optimization with Value at Risk and Conditional Value at Risk - Explanation, Evaluation and Comparison},
        institution   = {Middle East Technical University},
        year          = {2016},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    2. An Implementation of the Black-Litterman Model with Quantitative Views from EGARCH Models and Comparisons. N. Muttalimov. Technical report, Middle East Technical University, 2016. BibTeX ]
      @techreport{Muttalimov2016,
        author        = {Nijat Muttalimov},
        title         = {An Implementation of the Black-Litterman Model with Quantitative Views from EGARCH Models and Comparisons},
        institution   = {Middle East Technical University},
        year          = {2016},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
  • 2015:
    1. A Comparison of Simple Portfolio Formation Strategies and Markowitz Optimization Strategy for the Borsa Istanbul. C. Karuç. Technical report, Middle East Technical University, 2015. BibTeX ]
      @techreport{Karuc2015,
        author        = {Ceren Karuç},
        title         = {A Comparison of Simple Portfolio Formation Strategies and Markowitz Optimization Strategy for the Borsa Istanbul},
        institution   = {Middle East Technical University},
        year          = {2015},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    2. Predicting the Nonperforming Loan (NPL) Rates of the Countries with the Panel Data Analysis. C. Çalık. Technical report, Middle East Technical University, 2015. BibTeX ]
      @techreport{Calik2015,
        author        = {Cansu Çalık},
        title         = {Predicting the Nonperforming Loan (NPL) Rates of the Countries with the Panel Data Analysis},
        institution   = {Middle East Technical University},
        year          = {2015},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    3. Barrier Option Pricing. Ö. Albayrak. Technical report, Middle East Technical University, 2015. BibTeX ]
      @techreport{Albayrak2015,
        author        = {Ömür Albayrak},
        title         = {Barrier Option Pricing},
        institution   = {Middle East Technical University},
        year          = {2015},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
  • 2014:
    1. Dividend Effect On the Turkish Warrants Market. Ş. Koçak. Technical report, Middle East Technical University, 2014. BibTeX ]
      @techreport{Kocak2014,
        author        = {Şerife Koçak},
        title         = {Dividend Effect On the Turkish Warrants Market},
        institution   = {Middle East Technical University},
        year          = {2014},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    2. The Impact of Warrant Introduction on the Underlying Stock: Turkish Experience. N. İçlek. Technical report, Middle East Technical University, 2014. BibTeX ]
      @techreport{Iclek2014,
        author        = {Nuran İçlek},
        title         = {The Impact of Warrant Introduction on the Underlying Stock: Turkish Experience},
        institution   = {Middle East Technical University},
        year          = {2014},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    3. Estimation Of Inflation Function in Turkey. S. Saraç . Technical report, Middle East Technical University, 2014. BibTeX  ]
      @techreport{Sarac 2014,
        author        = {Sevgi Saraç },
        title         = {Estimation Of Inflation Function in Turkey},
        institution   = {Middle East Technical University},
        year          = {2014},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
  • 2013:
    1. The Effects of Stock Recommendations of Financial Intermediaries to Istanbul Stock Exchange for 2003-2010. G.G. Küçüközmen. Technical report, Middle East Technical University, 2013. BibTeX ]
      @techreport{Kuecuekoezmen2013,
        author        = {Gani Görkem Küçüközmen},
        title         = {The Effects of Stock Recommendations of Financial Intermediaries to Istanbul Stock Exchange for 2003-2010},
        institution   = {Middle East Technical University},
        year          = {2013},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    2. Hedging BIST Warrants Under Volatility Smile Effect. E. Tokatlı. Technical report, Middle East Technical University, 2013. BibTeX ]
      @techreport{Tokatli2013,
        author        = {Elif Tokatlı},
        title         = {Hedging BIST Warrants Under Volatility Smile Effect},
        institution   = {Middle East Technical University},
        year          = {2013},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    3. Term Project. H. Aydemir. Technical report, Middle East Technical University, 2013. BibTeX ]
      @techreport{Aydemir2013,
        author        = {Hüsniye Aydemir},
        title         = {Term Project},
        institution   = {Middle East Technical University},
        year          = {2013},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    4. External Debt Sustainability in Turkey Using ARIMA Model. E. Barutçu. Technical report, Middle East Technical University, 2013. BibTeX ]
      @techreport{Barutcu2013,
        author        = {Ezgi Barutçu},
        title         = {External Debt Sustainability in Turkey Using ARIMA Model},
        institution   = {Middle East Technical University},
        year          = {2013},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
  • 2012:
    1. An Analysis of the Underwriting Process ort he Istanbul Stock Exchange IPOs. D. Özdemir. Technical report, Middle East Technical University, 2012. BibTeX ]
      @techreport{Oezdemir2012,
        author        = {Duygu Özdemir},
        title         = {An Analysis of the Underwriting Process ort he Istanbul Stock Exchange IPOs},
        institution   = {Middle East Technical University},
        year          = {2012},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    2. Characteristics of Initial Public Offerings in the Istanbul Stock Exchange. B. Kavurt. Technical report, Middle East Technical University, 2012. BibTeX ]
      @techreport{Kavurt2012,
        author        = {Berrak Kavurt},
        title         = {Characteristics of Initial Public Offerings in the Istanbul Stock Exchange},
        institution   = {Middle East Technical University},
        year          = {2012},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    3. Foreign Exchange Hedging via Options and Analyse of Different Strategies. N.F. Ayvazoğlu. Technical report, Middle East Technical University, 2012. BibTeX ]
      @techreport{Ayvazoglu2012,
        author        = {Nalan Funda Ayvazoğlu},
        title         = {Foreign Exchange Hedging via Options and Analyse of Different Strategies},
        institution   = {Middle East Technical University},
        year          = {2012},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
  • 2011:
    1. Risk Modeling in Optimization Problems via Value at Risk and Conditional Value at Risk. Z. Çobandağ. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Cobandag2011,
        author        = {Zeynep Çobandağ},
        title         = {Risk Modeling in Optimization Problems via Value at Risk and Conditional Value at Risk},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    2. Term Structure of Government Bond Yields with Hidden Markov Model Analysis. H. Öztürk. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Oeztuerk2011,
        author        = {Hande Öztürk},
        title         = {Term Structure of Government Bond Yields with Hidden Markov Model Analysis},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    3. Analysis Of Electricity Prices in Turkey Using Arma Process Technıque. F. Aldemir. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Aldemir2011,
        author        = {Fahrettin Aldemir},
        title         = {Analysis Of Electricity Prices in Turkey Using Arma Process Technıque},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    4. Operational Risk: A General Approach. D. Apaydın-Erdem. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Erdem2011,
        author        = {Deniz Apaydın-Erdem},
        title         = {Operational Risk: A General Approach},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    5. Portfolio Optimization by Copula Approach. B.B. Demir. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Demir2011,
        author        = {Burçin Baha Demir},
        title         = {Portfolio Optimization by Copula Approach},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    6. A Comparison of Basel II with Basel III. N. Erbil. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Erbil2011,
        author        = {Nüket Erbil},
        title         = {A Comparison of Basel II with Basel III},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    7. Modelling and Forecasting Variance Using GARCH-Type Models for European Carbon Markets in Phase II. O. Toros. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Toros2011,
        author        = {Ozan Toros},
        title         = {Modelling and Forecasting Variance Using GARCH-Type Models for European Carbon Markets in Phase II},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    8. Stochastic Hybrid Systems Driven by Levy Processes. T. Gönüz. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Goenuez2011,
        author        = {Tuğçe Gönüz},
        title         = {Stochastic Hybrid Systems Driven by Levy Processes},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    9. Risk Measurement by Value at Risk and an Application with its Modern Methods. Y. Yıldız. Technical report, Middle East Technical University, 2011. BibTeX ]
      @techreport{Yildiz2011,
        author        = {Yasemin Yıldız},
        title         = {Risk Measurement by Value at Risk and an Application with its Modern Methods},
        institution   = {Middle East Technical University},
        year          = {2011},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
  • 2010:
    1. Estimating Value at Risk: An Application to Oil Prices. A. Çağış. Technical report, Middle East Technical University, 2010. BibTeX ]
      @techreport{Cagis2010,
        author        = {Aslı Çağış},
        title         = {Estimating Value at Risk: An Application to Oil Prices},
        institution   = {Middle East Technical University},
        year          = {2010},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    2. Business Cycle Synchronization and Volatility Transmission. Z. Samancıoğlu. Technical report, Middle East Technical University, 2010. BibTeX ]
      @techreport{Samancioglu2010,
        author        = {Zahid Samancıoğlu},
        title         = {Business Cycle Synchronization and Volatility Transmission},
        institution   = {Middle East Technical University},
        year          = {2010},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    3. Basel Standards: A General Appraoch. S. Ünalan. Technical report, Middle East Technical University, 2010. BibTeX ]
      @techreport{Uenalan2010,
        author        = {Sibel Ünalan},
        title         = {Basel Standards: A General Appraoch},
        institution   = {Middle East Technical University},
        year          = {2010},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    4. Predicting Default Probabilities in Emerging Markets by Generalized Partial Linear Models. Z. Çavuşoğlu. Technical report, Middle East Technical University, 2010. BibTeX ]
      @techreport{Cavusoglu2010,
        author        = {Zehra Çavuşoğlu},
        title         = {Predicting Default Probabilities in Emerging Markets by Generalized Partial Linear Models},
        institution   = {Middle East Technical University},
        year          = {2010},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
  • 2009:
    1. Pricing The Mortgage Default Option in Turkey With Cox Ross Rubinstein Model. R. Yılmaz. Technical report, Middle East Technical University, 2009. BibTeX ]
      @techreport{Yilmaz2009,
        author        = {Rukiye Yılmaz},
        title         = {Pricing The Mortgage Default Option in Turkey With Cox Ross Rubinstein Model},
        institution   = {Middle East Technical University},
        year          = {2009},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    2. Comparison of Mars, Cmars and Cart in Predicting Default Probabilities for Emerging Markets. E. Büyükbebeci. Technical report, Middle East Technical University, 2009. BibTeX ]
      @techreport{Bueyuekbebeci2009,
        author        = {Erkan Büyükbebeci},
        title         = {Comparison of Mars, Cmars and Cart in Predicting Default Probabilities for Emerging Markets},
        institution   = {Middle East Technical University},
        year          = {2009},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    3. Term Structure Analysis of Bond Yields By Macro-Finance Representation. B. İren. Technical report, Middle East Technical University, 2009. BibTeX ]
      @techreport{Iren2009,
        author        = {Burcu İren},
        title         = {Term Structure Analysis of Bond Yields By Macro-Finance Representation},
        institution   = {Middle East Technical University},
        year          = {2009},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    4. The Effects of Latest Parametric Reform on Financial Sustainability and Actuarial Fairness for Pay-As-You-Go Pension System in Turkey and Some Alternative Reform Options. K. Gürsoy. Technical report, Middle East Technical University, 2009. BibTeX ]
      @techreport{Guersoy2009,
        author        = {Kadir Gürsoy},
        title         = {The Effects of Latest Parametric Reform on Financial Sustainability and Actuarial Fairness for Pay-As-You-Go Pension System in Turkey and Some Alternative Reform Options},
        institution   = {Middle East Technical University},
        year          = {2009},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
  • 2008:
    1. Relationship Between Financial Development and Economic Growth: Application in Turkey Economic Growth: Application in Turkey. S. Vuranok. Technical report, Middle East Technical University, 2008. BibTeX ]
      @techreport{Vuranok2008,
        author        = {Selda Vuranok},
        title         = {Relationship Between Financial Development and Economic Growth: Application in Turkey Economic Growth: Application in Turkey},
        institution   = {Middle East Technical University},
        year          = {2008},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    2. Event Study Methodology Applied to the Ise. D. Gümüş. Technical report, Middle East Technical University, 2008. BibTeX ]
      @techreport{Guemues2008,
        author        = {Damla Gümüş},
        title         = {Event Study Methodology Applied to the Ise},
        institution   = {Middle East Technical University},
        year          = {2008},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
  • 2006:
    1. Dynamic Coherent Risk Measures. S. Korkmaz. Technical report, Middle East Technical University, 2006. BibTeX ]
      @techreport{Korkmaz2006,
        author        = {Sibel Korkmaz},
        title         = {Dynamic Coherent Risk Measures},
        institution   = {Middle East Technical University},
        year          = {2006},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    2. Mean Variance Model For Gold Price Per Ounce With U.S Dollar, Yen, South African Rand Currencies. S. Üngör. Technical report, Middle East Technical University, 2006. BibTeX ]
      @techreport{Uengoer2006,
        author        = {Seda Üngör},
        title         = {Mean Variance Model For Gold Price Per Ounce With U.S Dollar, Yen, South African Rand Currencies},
        institution   = {Middle East Technical University},
        year          = {2006},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
  • 2005:
    1. Moment Generating Function Approach to Pricing Interest Rate. Ç. Vural. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Vural2005,
        author        = {Çiğdem Vural},
        title         = {Moment Generating Function Approach to Pricing Interest Rate},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    2. Systematic & Unsystematic Risk of Ise Industrial Companies. H. Baş. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Bas2005,
        author        = {Hale Baş},
        title         = {Systematic \& Unsystematic Risk of Ise Industrial Companies},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    3. Procyclicality and Basel II. H. Kural. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Kural2005,
        author        = {Hande Kural},
        title         = {Procyclicality and Basel II},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    4. Credit Risk Modeling. M.E. Tiftik. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Tiftik2005,
        author        = {Mehmet Emre Tiftik},
        title         = {Credit Risk Modeling},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    5. Credit Rating of Bonds, Interest Rate Processes and Modelling with a Hidden Markov Chain Model. S. Çevik. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Cevik2005,
        author        = {Seval Çevik},
        title         = {Credit Rating of Bonds, Interest Rate Processes and Modelling with a Hidden Markov Chain Model},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    6. An Empirical Study of Greeks Approximations in Value-at-Risk Measurement for Non-linear Portfolios. Z. Sünger. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Suenger2005,
        author        = {Zafer Sünger},
        title         = {An Empirical Study of Greeks Approximations in Value-at-Risk Measurement for Non-linear Portfolios},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    7. Value At Risk And Garch Models Assessement in Value at Risk Estimation. R. Kan. Technical report, Middle East Technical University, 2005. BibTeX ]
      @techreport{Kan2005,
        author        = {Rezzan Kan},
        title         = {Value At Risk And Garch Models Assessement in Value at Risk Estimation},
        institution   = {Middle East Technical University},
        year          = {2005},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
  • 2004:
    1. Energy Risk: The Risk Measurement of Oil and Natural Gas Prices. B. Candan. Technical report, Middle East Technical University, 2004. BibTeX ]
      @techreport{Candan2004,
        author        = {Burak Candan},
        title         = {Energy Risk: The Risk Measurement of Oil and Natural Gas Prices},
        institution   = {Middle East Technical University},
        year          = {2004},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    2. Value-at-Risk (VaR) Computations under Various VaR Models for Insurance Companies and Stres Testing. S.B. İçmeli. Technical report, Middle East Technical University, 2004. BibTeX ]
      @techreport{Icmeli2004,
        author        = {Seçil Bayram İçmeli},
        title         = {Value-at-Risk (VaR) Computations under Various VaR Models for Insurance Companies and Stres Testing},
        institution   = {Middle East Technical University},
        year          = {2004},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }
      
      
    3. The Risk Measurement of Turkish Electricity Prices. A. Karakuş. Technical report, Middle East Technical University, 2004. BibTeX ]
      @techreport{Karakus2004,
        author        = {Ayça Karakuş},
        title         = {The Risk Measurement of Turkish Electricity Prices},
        institution   = {Middle East Technical University},
        year          = {2004},
        address       = {Financial Mathematics, Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey}
      }