BilgiYilmaz
Title
Cited by
Cited by
Year
Diversification Benefit and Return Performance of REITs Using CAPM and Fama-French: Evidence from Turkey
Y Coskun, AS Selcuk-Kestel, B Yilmaz
Borsa Istanbul Review 17 (4), 199-215, 2017
92017
A Stochastic Approach to Model Housing Markets: The US Housing Market Case
B Yilmaz, AS Selcuk-Kestel
Numerical Algebra, Control & Optimization 8 (4), 481-492, 2018
12018
Housing Market Dynamics and Advances in Mortgages: Option Based Modeling and Hedging
B Yilmaz
Middle East Technical University, 2019
2019
Computation of Hedging Coefficients for Mortgage Default and Prepayment Options: Malliavin Calculus Approach
B Yilmaz, AS Selcuk-Kestel
Journal of Real Estate Finance & Economics 59 (4), 673 - 697, 2019
2019
Analyzing Housing Market Dynamics using Linear and non-Parametric Models
B Yilmaz, F Yerlikaya-Özkurt, AS Selcuk-Kestel
11. International Statistics Days Conference, Muğla/Turkey, 2018
2018
Default and Prepayment Risk Management Using Option Based Mortgage Contract Pricing Method
B Yilmaz, AS Selcuk-Kestel
European Actuarial Journal Conference 2018, 2018
2018
Computation of the Delta of European Options under Stochastic Volatility Models
Y Yolcu-Okur, T Sayer, B Yilmaz, BA Inkaya
Computational Management Science 15 (52), 1-25, 2018
2018
Computation of Option Greeks under Hybrid Stochastic Volatility Models via Malliavin Calculus
B Yilmaz
Modern Stochastics: Theory and Applications 5 (2), 145-165, 2018
2018
Comparative Study on REIT Returns In Borsa Istanbul By Using Single Index And Fama-French Methods
AS Selcuk-Kestel, Y Coskun, B Yilmaz
Anadolu International Conference in Economics, Eskişehir, Turkey; 06/2015, 2015
2015
Computation of Greeks via Malliavin Calculus
B Yilmaz
2nd Ankara-İstanbul Workshop on Stochastic Processes, İstanbul/Turkey; 06/2015, 2015
2015
Diversification Benefit And Return Performance Of Reıts Using CAPM And Fama-French Methods In Emerging Markets: The Turkish Case
AS Selcuk-Kestel, Y Coskun, B Yilmaz
European Real Estate Society 22nd Annual Conference/ERES-İTÜ, İTÜ/İSTANBUL …, 2015
2015
Computation of Malliavin Greeks in Hybrid Stochastic Volatility Models
B Yilmaz, Y Yolcu-Okur
EURO Working Group for Commodities and Financial Modelling (55th Meeting of …, 2015
2015
Computation of the Delta of European Options under Stochastic Volatility Models
B Yilmaz, Y Yolcu-Okur, BA Inkaya, T Sayer
SIAM Conference on Financial Mathematics and Engineering; 10/2014, 2014
2014
Computation of the Greeks in Black-Sholes-Merton and Stochastic Volatility Models Using Malliavin Calculus
B Yilmaz
Institute of Applied Mathematics, METU, 2014
2014
Comparison of Different Methods to Compute the Greeks
B Yilmaz, Y Yolcu-Okur, BA Inkaya
8TH International Statistic Congress 27 − 30 October, 2013 Antalya/Turkey …, 2013
2013
Application of the Malliavin Calculus for Computation of Greeks in Black-Sholes and Stochastic Volatility Models
B Yilmaz, BA Inkaya, Y Yolcu-Okur
26th European Conference On Operational Research Rome 1 − 4 July, 2013, 2013
2013
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