by Ömer Önalan Marmara Üniversitesi


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Hello and welcome. I am an Associate Professor in the Business Administritation and Economics Department at the University of Marmara.

Research

My research interests are in the area of Stochastic Processes and Finance. I have been working in the following subjects: Stable-Paretian Distributions, Long-range Dependence, Interest Rate Modelling, Options Pricing, Financial Engineering,Stochastic Financial Modelling, Portfolio Theory,Arbitrage Theory, Martingale Methods in Financial Modelling. For the list of my publications , please click here

Mathematical Finance

Teaching

Financial Engineering and Stochastics Methods in Finance for Winter 2001

Stochastics Analysis

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