by Ömer Önalan Marmara Üniversitesi

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

Pictures of Beyza

• IMS Home Page
• NSF Home Page
• The Annals of Probability
• The Annals of Applied Probability
• Probability Theory and Related Fields
• Stochastic Processes and Their Applications
• The Annals of Statistics
• Electronic Journal of Probability and Electronic Communications in Probability
• Probability Abstract Service
• The Probability WEB
• StatLib
• AMS Home Page
• Math Comics
• History of Mathematics Archive

TURKISH: Home Page

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