Monte Carlo Methods in Computational Finance: From Variance Reduction to American Option Pricing

Fulya Seray Yıldırım, M.Sc.
Department of Financial Mathematics
February 2026

Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)

In the Context of Control Approach to the Risks Posed by COVID-19 in the Field of Banking within the COSO Internal Control-Integrated Framework

Derya Genç, M.Sc.
Department of Financial Mathematics
February 2023

Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)

Technical Indicators and LSTM Prediction for Stock Prices

Aslıhan Akar, M.Sc.
Department of Financial Mathematics
August 2021

Supervisor: Ömür Uğur (Institute of Applied Mathematics, Middle East Technical University, Ankara)

Research

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Orta Doğu Teknik Üniversitesi, Uygulamalı Matematik Enstitüsü, Üniversiteler Mahallesi, Dumlupınar Bulvarı No:1, 06800 Çankaya/Ankara