Arş. Gör. BİLGİ YILMAZ

Makaleler 8

1. The Impact of Large Investors on the Portfolio Optimization of Single-Family Houses in Housing Markets

YILMAZ B., Korn R., KESTEL A. S.

Computational Economics , cilt.61, sa.2, ss.855-873, 2023 (SCI-Expanded, SSCI, Scopus)

2. House Prices as a Result of Trading Activities: A Patient Trader Model

Korn R., Yilmaz B.

Computational Economics , cilt.60, sa.1, ss.281-303, 2022 (SCI-Expanded, SSCI, Scopus)

3. Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach

Yılmaz B., Selcuk-Kestel A. S.

JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS , cilt.59, sa.4, ss.673-697, 2019 (SSCI, Scopus)

4. A STOCHASTIC APPROACH TO MODEL HOUSING MARKETS: THE US HOUSING MARKET CASE

Yilmaz B., Selcuk-Kestel A. S.

NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION , cilt.8, sa.4, ss.481-492, 2018 (ESCI, Scopus)

5. Computation of option greeks under hybrid stvochastic volatility models via Malliavin calculus

YILMAZ B.

MODERN STOCHASTICS-THEORY AND APPLICATIONS , cilt.5, sa.2, ss.145-165, 2018 (ESCI, Scopus)

6. Computation of the Delta of European options under stochastic volatility models

YOLCU OKUR Y., Sayer T., YILMAZ B., Inkaya B. A.

COMPUTATIONAL MANAGEMENT SCIENCE , cilt.15, sa.2, ss.213-237, 2018 (ESCI, Scopus)

7. Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey

Coskun Y., Selcuk-Kestel A. S., Yılmaz B.

BORSA ISTANBUL REVIEW , cilt.17, sa.4, ss.199-215, 2017 (SSCI, ESCI, Scopus)

8. Implementation of physical boundary conditions into computational domain in modelling of oscillatory bottom boundary layers

TİĞREK Ş., YILMAZ B.

INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS , cilt.64, sa.9, ss.973-991, 2010 (SCI-Expanded, Scopus)

Hakemli Bilimsel Toplantılarda Yayımlanmış Bildiriler 11

1. Analyzing Housing Market Dynamics using Linear and non-Parametric Models

YILMAZ B., YERLİKAYA ÖZKURT F., KESTEL A. S.

11. International Statistics Days Conference, Muğla, Türkiye, 3 - 07 Ekim 2018, (Özet Bildiri)

2. Default and Prepayment Risk Management Using Option Based Mortgage Contract PricingMethod

YILMAZ B., KESTEL A. S.

4th European Actuarial Journal Conference, Leuven, Belçika, 9 - 11 Eylül 2018, ss.71, (Özet Bildiri)

3. Determination of Sensitivities for Mortgage Default and Prepayment Options

YILMAZ B., KESTEL A. S.

8th General AMaMeF Conference, Amsterdam, Hollanda, 19 - 23 Haziran 2017, ss.58, (Özet Bildiri)

4. The Effect of Macro-Economic Factors on Housing Markets: US Case

YILMAZ B., KESTEL A. S.

IRSYSC 2017 – 3RD INTERNATIONAL RESEARCHERS, STATISTICIANS AND YOUNG STATISTICIANS CONGRESS, Konya, Türkiye, 24 - 26 Mayıs 2017, ss.228, (Özet Bildiri)

5. A Stochastic Model Approach to Determine the Pattern in House Prices

YILMAZ B., KESTEL A. S.

Vienna Congress on Mathematical Finance - VCMF 2016, Viyana, Avusturya, 12 - 14 Eylül 2016, (Özet Bildiri)

6. Comparative Study on REIT Returns In Borsa Istanbul By Using Single Index And Fama French Methods

KESTEL A. S., coşkun y., YILMAZ B.

European Real Estate Society 22nd Annual Conferance, İstanbul, Türkiye, 24 - 27 Haziran 2015, (Özet Bildiri)

7. COMPUTATION OF GREEKS VIA MALLIAVIN CALCULUS

YILMAZ B.

2nd Ankara İstanbul Workshop on Stochastic Processes, İstanbul, Türkiye, 18 - 19 Haziran 2015, (Özet Bildiri)

8. Computation of Malliavin Greeks in Hybrid StochasticVolatility Models

YILMAZ B., YOLCU OKUR Y.

55th Meeting of the EWGCFM, Ankara, Türkiye, 14 - 16 Mayıs 2015, (Özet Bildiri)

9. Computation of the Delta of European Options under Stochastic Volatility Models

YILMAZ B., YOLCU OKUR Y., İnkaya B. A.

SIAM conferance Fianancial Mathemtics and Engineering, Chicago, Amerika Birleşik Devletleri, 13 - 15 Kasım 2014, (Özet Bildiri)

10. COMPARISON OF DIFFERENT METHODS TO COMPUTE THE GREEKS

YILMAZ B., İnkaya B. A., YOLCU OKUR Y.

Uluslararası 8. İstatistik Kongresi, Antalya, Türkiye, 27 - 29 Ekim 2013, (Özet Bildiri)

11. Application of the Malliavin Calculus for Computation of Greeks in Black-Sholes and Stochastic Volatility Models

YILMAZ B., İNKAYA B. A., YOLCU OKUR Y.

XXVI EURO-INFORMS 26th European Conferance on Operatioanl Research, Roma, İtalya, 1 - 04 Temmuz 2013, (Özet Bildiri)

Metrikler

Arş. Gör. BİLGİ YILMAZ

Yayınlar & Eserler

1. The Impact of Large Investors on the Portfolio Optimization of Single-Family Houses in Housing Markets

2. House Prices as a Result of Trading Activities: A Patient Trader Model

3. Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach

4. A STOCHASTIC APPROACH TO MODEL HOUSING MARKETS: THE US HOUSING MARKET CASE

5. Computation of option greeks under hybrid stvochastic volatility models via Malliavin calculus

6. Computation of the Delta of European options under stochastic volatility models

7. Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey

8. Implementation of physical boundary conditions into computational domain in modelling of oscillatory bottom boundary layers

1. Analyzing Housing Market Dynamics using Linear and non-Parametric Models

2. Default and Prepayment Risk Management Using Option Based Mortgage Contract PricingMethod

3. Determination of Sensitivities for Mortgage Default and Prepayment Options

4. The Effect of Macro-Economic Factors on Housing Markets: US Case

5. A Stochastic Model Approach to Determine the Pattern in House Prices

6. Comparative Study on REIT Returns In Borsa Istanbul By Using Single Index And Fama French Methods

7. COMPUTATION OF GREEKS VIA MALLIAVIN CALCULUS

8. Computation of Malliavin Greeks in Hybrid StochasticVolatility Models

9. Computation of the Delta of European Options under Stochastic Volatility Models

10. COMPARISON OF DIFFERENT METHODS TO COMPUTE THE GREEKS

11. Application of the Malliavin Calculus for Computation of Greeks in Black-Sholes and Stochastic Volatility Models

Yayın

Yayın (WoS)

Yayın (Scopus)

Atıf (WoS)

H-İndeks (WoS)

Atıf (Scopus)

H-İndeks (Scopus)

Proje

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