Graduate School of Applied Mathematics, Book / Book chapter

Item Usage Stats

Browse

Search within this collection:

Filters

Entity Type
Publication (9)

Has File(s)
No (9)

Author
Kestel, Sevtap Ayşe (5)
Kalaycı, Erkan (2)
Mert, Özenç Murat (2)
Çabuk, Sezer (2)
APAYDIN, AYŞEN (1)

Subject
Catastrophe risk (1)
Expected loss (1)
Gaussian process model (1)
Hydro inflow forecast (1)
Mean absolute percentage error (1)

Date Issued
2009 - 2009 (1)
2010 - 2019 (2)
2020 - 2024 (6)

Item Type
Book Chapter (7)
Book (1)

Recent Submissions

The Impact of Renewable Energy Incentives on Carbon Prices in the USA ÇOŞKUN, ESİN HİLAL; Kestel, Sevtap Ayşe; DALKIR, SERDAR (Springer, 2024-01-01)
Impact of Outlier-Adjusted Lee–Carter Model on the Valuation of Life Annuities Yavrum, Cem; Kestel, Sevtap Ayşe (Springer, London/Berlin , 2022-01-01) Annuity pricing is critical to the insurance companies for their financial liabilities. Companies aim to adjust the prices using a forecasting model that fits best to their historical data, which may have outliers influ...
Kuantum Öncesinden Kuantum Sonrasına Eliptik Eğri Kriptografi ve Uygulamaları Cenk, Murat; Yılmaz, Burcu Ecem; Orhon Kılıç, Neriman Gamze (Nobel Akademik Yayıncılık Eğitim Danışmanlık Tic. Ltd. Şti, 2022-01-01)
Forecasting the Hydro Inflow and Optimization of Virtual Power Plant Pricing Çabuk, Sezer; Mert, Özenç Murat; Kestel, Ayşe Sevtap; Kalaycı, Erkan (Springer, London/Berlin , 2021-07-01)
Quasi-cyclic codes Özkaya, Buket; Güneri, Cem; Ling, San (CRC, New York , 2021-03-01)
Forecasting the Hydro Inflow and Optimization of Virtual Power Plant Pricing Çabuk, Sezer; Mert, Özenç Murat; Kestel, Sevtap Ayşe; Kalaycı, Erkan (Springer, 2021-01-01) Hydro inflow forecasting is crucial for effective hydro optimization, virtual power plant pricing, volume risk management, and weather derivatives pricing in the electricity markets. Predicting hydro inflow allows the deci...
A Bayesian pricing model for CAT bonds Frıeder, Ahrens; Fuess, Roland; Kestel, Sevtap Ayşe (Springer, 2014-01-01) This paper examines the impact of the 2005 hurricane season, particularly Hurricane Katrina, on the pricing of CAT bonds. We examine whether highly rated CAT bonds demonstrate a different relationship than subinvestment bo...
City of Ankara Getting Rich with Foreign Students (Ankara Kenti Yabancı Öğrencilerle Zenginleşiyor) APAYDIN, AYŞEN; ERHAN, ÇAĞRI; Kestel, Sevtap Ayşe; ÇÖRTOĞLU, FEZA SENCER (Ankara Kalkınma Ajansı, 2012-01-01)
An Introduction to Computational Finance Uğur, Ömür (Imperial College Press, 2009-01-01) Although there are several publications on similar subjects, this book mainly focuses on pricing of options and bridges the gap between Mathematical Finance and Numerical Methodologies. The author collects the key contribu...

Citation Formats