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)
Mehmet Alp Üreten, M.Sc.
Department of Scientific Computing
September 2018
Supervisor: Hamdullah Yücel (Institute of Applied Mathematics, Middle East Technical University, Ankara)
Co-supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)
Caner Karakurt, M.Sc.
Department of Financial Mathematics
June 2018
Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)
Meral Şimşek, M.Sc.
Department of Actuarial Sciences
June 2016
Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)
Co-supervisor: A. Sevtap Selçuk-Kestel (Institute of Applied Mathematics, Middle East Technical University, Ankara)