Selin Tekten, M.Sc.
Department of Financial Mathematics
December 2019
Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)
Oğuz Koç, M.Sc.
Department of Financial Mathematics
September 2019
Supervisor: A. Sevtap Selçuk-Kestel (Institute of Applied Mathematics, Middle East Technical University, Ankara)
Co-Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)
Merve Haksever, M.Sc.
Department of Scientific Computing
September 2019
Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)
Co-Supervisor: Derya Altıntan (Department of Mathematics, Selçuk University, Konya)
An Affine Term Structure Model for Turkish Interest Rate Swap Market: Do Swaps Span Volatility Risk?
Ali Gençay Özbekler, M.Sc.
Department of Financial Mathematics
August 2019
Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)
Co-Supervisor: İrem Talaslı (Central Bank of the Republic of Turkey)
Darkhan Rysbek, M.Sc.
Department of Scientific Computing
May 2019
Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)