New Face: Emel Savku
From : Turkey
Start date: 01.09.2020
Section: 3 - Risk and Stochastics
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.