Risk management in financial markets and its applicability in Turkey

Özşuca, Ebru


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Yıldırım, Sevdil; Akder, Halis; Department of Economics (1995)
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Risk management of build-operatetransfer(BOT) projects in developing countries
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Risk measurement, management and option pricing via a new log-normal sum approximation method
Zeytun, Serkan; Uğur, Ömür; Korn, Ralf; Department of Financial Mathematics (2012)
In this thesis we mainly focused on the usage of the Conditional Value-at-Risk (CVaR) in risk management and on the pricing of the arithmetic average basket and Asian options in the Black-Scholes framework via a new log-normal sum approximation method. Firstly, we worked on the linearization procedure of the CVaR proposed by Rockafellar and Uryasev. We constructed an optimization problem with the objective of maximizing the expected return under a CVaR constraint. Due to possible intermediate payments we as...
Risk Taking by Investing in Risk Free Assets A Tale of Co dependent Government and Banking Sectors
Danışoğlu, Seza; Ayaydın Hacıömeroğlu, Hande (2015-01-06)
Citation Formats
E. Özşuca, “Risk management in financial markets and its applicability in Turkey,” Middle East Technical University, 1996.