New Face: Emel Savku

From : Turkey

Start date: 01.09.2020

Section: 3 - Risk and Stochastics

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I got my PhD degree from Middle East Technical University, Institute of Applied Mathematics. My research mainly focuses on Financial Mathematics. Especially, I study on Markov regime-switching models by Stochastic Optimal Control  and develop new theoretical results with memory impact within the framework of Stochastic Differential Delay Equations  and  Anticipated Backward SDEs. Now, as a post-doctorant at Ecole Polytechnique, CMAP, France, I also work on Market Making and Market Microstructure.


Published June 11, 2020 8:35 AM - Last modified Sep. 9, 2020 10:47 AM