Ismail Iyigunler, Ph.D.
Affiliations: | 2012 | Applied Mathematics | Illinois Institute of Technology, Chicago, IL, United States |
Area:
Mathematics, Archaeology Anthropology, FinanceGoogle:
"Ismail Iyigunler"Parents
Sign in to add mentorTomasz R. Bielecki | grad student | 2012 | Illinois Institute of Technology | |
(Topics in counterparty risk and dynamic conic finance.) |
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Publications
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Bielecki TR, Cialenco I, Iyigunler I. (2013) Collateralized CVA valuation with rating triggers and credit migrations International Journal of Theoretical and Applied Finance. 16 |
Bielecki TR, Cialenco I, Iyigunler I, et al. (2013) Dynamic conic finance: Pricing and hedging in market models with transaction costs via dynamic coherent acceptability indices International Journal of Theoretical and Applied Finance. 16 |