Projects & Conferences & Workshops

Projects

  • Ekonomik ve Sosyal Göstergelerin Gayrimenkul Piyasalari Uzerindeki Etkisinin Parametrik ve Parametrik Olmayan Yöntemler ile Tahmini, Research project, Researcher, 01/01/2017 (Continues) (National).

Conferences

  • Yilmaz Bilgi, Yerlikaya-Özkurt Fatma, Kestel-Selcuk A. Sevtap (2018) Analyzing Housing Market Dynamics using Linear and non-Parametric Models. 11. International Statistics Days Conference.
  • Yilmaz Bilgi, Kestel-Selcuk A. Sevtap (2018). Default and Prepayment Risk Management Using Option Based Mortgage Contract Pricing Method. European Actuarial Journal Conference 2018.
  • Yilmaz Bilgi,Kestel Ayse Sevtap (2017). Determination of Sensitivities for Mortgage Default and Prepayment Options. 8th General AMaMeF Conference.
  • Yilmaz Bilgi,Kestel Ayse Sevtap (2017). The Effect of Macro-Economic Factors on Housing Markets: US Case. IRSYSC 2017 – 3rd International Researchers, Statisticians and Young Statisticians Congress.
  • Coskun Yener,Yilmaz Bilgi,Kestel Ayse Sevtap (2016). Diversification Benefit and Return Performance of Reits Using CAPM and Fama French Evidences from Turkey. 2nd International Conference on Applied Economics and Finance.
  • Yilmaz Bilgi,Kestel Ayse Sevtap (2016). A Stochastic Model Approach to Determine the Patternin House Prices. Vienna Congress on Mathematical Finance – VCMF 2016 (Poster).
  • Kestel Ayse Sevtap,Coskun Yener,Yilmaz Bilgi (2015). Comparative Study on REIT Returns in Borsa Istanbul by Using Single Index And Fama French Methods. European Real Estate Society 22nd Annual Conferance.
  • Kestel Ayse Sevtap,Coskun Yener,Yilmaz Bilgi (2015). Comparative Study on REIT Returns in Borsa Istanbul by Using Single Index And Fama French Methods. Anadolu International Conference in Economics.
  • Yilmaz Bilgi,Yolcu Okur Yeliz (2015). Computation of Malliavin Greeks in Hybrid StochasticVolatility Models. 55th Meeting of the EWGCFM.
  • Yilmaz Bilgi (2015). Computation of Greeks via Malliavin Calculus. 2nd Ankara Istanbul Workshop on Stochastic Processes.
  • Yilmaz Bilgi,Yolcu Okur Yeliz,Inkaya Bulent Alper (2014). Computation of the Delta of European Options under Stochastic Volatility Models. SIAM conferance Fianancial Mathemtics and Engineering.
  • Yilmaz Bilgi, Inkaya Bulent Alper, Yolcu Okur Yeliz (2013). Comparison of Different Methods to Compute the Greeks. Uluslararasi 8. Istatistik Kongresi.
  • Yilmaz Bilgi, Inkaya Bulent Alper, Yolcu Okur Yeliz (2013). Application of the Malliavin Calculus for Computation of Greeks in Black-Sholes and Stochastic Volatility Models. XXVI EURO-INFORMS 26th European Conferance on Operatioanl Research.

Workshops

  • Advanced Modelling in Mathematical Finance Workshop in Honour of Azize Hayfavi s 75th Birthday, Financial Modeling, Monte Carlo Simulations, Institute of Applied Mathematics, Middle East Technical University, 2017.
  • VCMF Educational Workshop , Limit Order Book / High Frequency Trading, Credit Risk / Systemic Risk, Computational Methods and Calibration, New Financial Markets, Stochastic Volatility Models, Risk Measures and Optimization, WU Wien-Vienna University of Economics and Business, 2016.
  • 3rd Ankara-Istanbul Workshop on Stochastic Processes, Bayesian and hidden Markov models, Diffusion and jump-diffusion models in finance, Levy and renewal processes, Malliavin calculus and its applications to finance, Probabilistic approach to operator theory, Processes in random media Random walks on graphs, Stochastic flows, Middle East Technical University, 2016.
  • 2nd Ankara Istanbul Workshop on Stochastic Process, Bayesian and hidden Markov models, Diffusion and jump-diffusion models in finance, Levy and renewal processes, Malliavin calculus and its applications to finance, Probabilistic approach to operator theory , Processes in random media, Random walks on graphs, Stochastic flows, Koc Universitesi, 2015.
  • 1st Ankara-Istanbul stochastic günleri , Bayesian and hidden Markov models, Diffusion and jump-diffusion models in finance, Levy and renewal processes, Malliavin calculus and its applications to finance, Probabilistic approach to operator theory, Processes in random media, Random walks on graphs, Stochastic flows, Bogazici universitesi, 2014.