Graduate School of Applied Mathematics, Book / Book chapter

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Publication (4)

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Kestel, Sevtap Ayşe (2)
Ergökmen, Gülden (1)
Frıeder, Ahrens (1)
Fuess, Roland (1)
Kalaycı, Erkan (1)

Catastrophe risk (1)
Expected loss (1)
Gaussian process model (1)
Mean absolute percentage error (1)
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2009 - 2009 (1)
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Recent Submissions

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)
Actuarial present value and variance for changing mortality and stochastic interest rates
Yıldırım, Bükre; Kestel, Sevtap Ayşe; Ergökmen, Gülden (Springer Proceedings in Mathematics Statistics, 2017-01-01)
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...
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...
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