Sigortacılık Programı
sinemkozpinar[at]baskent.edu.tr
0312 246 66 66 1714
• Uygulamalı Matematik
• Olasılık ve Stokastik Süreçler
Birleşmiş Milletler Sürdürülebilir Kalkınma Amaçları
Yayın Bilgileri
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1
Pricing energy quanto options: a regime-switching framework with stochastic interest rates, Stochastics-An International Journal of Probability and Stochastic Processes, 0(0), 2025
Dr. Öğr. Üyesi Sinem Kozpınar, Griselda Deelstra, Fred Espen Benth |
2
Reduced-Order Modeling for Heston Stochastic Volatility Model, Hacettepe Journal of Mathematics and Statistics, 53(6), 2024
Dr. Öğr. Üyesi Sinem Kozpinar, Prof. Dr. Bülent Karasözen, Prof. Dr. Murat Uzunca |
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3
Pricing energy quanto options in the framework of Markov-modulated additive processes, IMA Journal of Management Mathematics, 34(1), 2023
Dr. Öğr. Üyesi Sinem Kozpinar, Prof. Dr. Griselda Deelstra, Prof. Dr. Fred Espen Benth |
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4
A Brief Look at OU, Vasicek, CIR and Hull-White Models Through Their Actuarial Applications, Başkent Üniversitesi Ticari Bilimler Fakültesi Dergisi, 5(2), 2021
Dr. Öğr. Üyesi Sinem Kozpinar |
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5
Pricing European and American options under Heston model using discontinuous Galerkin finite elements, MATHEMATICS AND COMPUTERS IN SIMULATION, 177(0), 2020
Dr. Öğr. Üyesi Sinem Kozpinar, Prof. Dr. Murat Uzunca, Prof. Dr. Bülent Karasözen |
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6
Spread and Basket Option Pricing in a Markov-Modulated Lévy Framework with Synchronous Jumps, APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 34(6), 2018
Dr. Öğr. Üyesi Sinem Kozpinar, Prof. Dr. Griselda Deelstra, Matthieu Simon |
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Pricing Energy Quanto Options: A Regime-switching Framework with Stochastic Interest Rates, 5th Ankara-Istanbul Stochastic Days, 13.06.2025
Dr. Öğr. Üyesi Sinem Kozpinar, Griselda Deelstra, Fred Espen Benth |
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Pricing Energy Quanto Options: A Regime-switching Framework with Stochastic Interest Rates, 4th International Conference on Computational Finance (ICCF), 06.06.2022
Dr. Öğr. Üyesi Sinem Kozpinar, Prof. Dr. Fred Espen Benth, Prof. Dr. Griselda Deelstra |
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Pricing Energy QuantoOptions: A Regime-switching Framework with Stochastic Interest Rates, United As One: 24th International Congress on Insurance: Mathematics and Economics (IME), 05.07.2021
Dr. Öğr. Üyesi Sinem Kozpinar, Prof. Dr. Fred Espen Benth, Prof. Dr. Griselda Deelstra |
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Pricing Energy QuantoOptions: A Regime-switching Framework with Stochastic Interest Rates, The 19thConference of the Applied Stochastic Models and Data Analysis InternationalSociety (ASMDA2021) and Demographics2021 Workshop, 01.06.2021
Dr. Öğr. Üyesi Sinem Kozpinar, Prof. Dr. Fred Espen Benth, Prof. Dr. Griselda Deelstra |
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Pricing Energy QuantoOptions in the Framework of Markov-Modulated Additive Processes, 6th StochasticModeling Techniques and Data Analysis International Conference, 02.06.2020
Dr. Öğr. Üyesi Sinem Kozpinar, Prof. Dr. Fred Espen Benth, Prof. Dr. Griselda Deelstra |
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Pricing Energy QuantoOptions in the Framework of Markov-Modulated Additive Processes, OnlineInternational Conference in Actuarial Science, Data Science and Finance (OICA), 28.04.2020
Dr. Öğr. Üyesi Sinem Kozpinar |
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Markov-modulated Spread Option Pricing, 8th General AMaMeF Conference, 19.06.2017
Dr. Öğr. Üyesi Sinem Kozpinar, Yeliz Yolcu Okur, Zehra Eksi-Altay |
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Model Order Reduction for Parametrized Option Pricing Models, Reduced Basis Summer School: Hedersleben, 04.10.2016
Dr. Öğr. Üyesi Sinem Kozpinar |
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Option Pricing under Heston Stochastic Volatility Model using Discontinuous Galerkin Finite Elements, Vienna Congress on Mathematical Finance, 12.09.2016
Dr. Öğr. Üyesi Sinem Kozpinar |
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Pricing Equity Options under a Double Exponential Jump Diffusion Process in the presence of Stochastic Barrier, Vienna Congress on Mathematical Finance-VCMF 2016, 12.09.2016
Dr. Öğr. Üyesi Sinem Kozpinar |
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Pricing Stochastic Barrier Options in Presence of Jumps, 55th Meeting of the EWGCFM: Ankara, 14.05.2015
Dr. Öğr. Üyesi Sinem Kozpinar, Özge Tekin, Yeliz Yolcu Okur, Ömür Uğur |
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TÜRİB Yapay Zeka Destekli Piyasa Gözetim Projesi , Ar-Ge, Danışman, 01.10.2024
Prof.Dr. Nermin Yeniköse, Prof. Dr. Serpil Cula, Dr. Öğr. Üyesi Sinem Kozpinar, Araş.Gör. Abdullah Buğra Soylu, Araş.Gör. Eren Deniz Kahraman, Doç. Dr. Esma Ergüner |
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Artse Akademi E n g e l l i B i rey l e r i n Eğitim ve İstihdam Projesi, Eğitim, Danışman, 02.08.2023
Prof. Dr. Serpil Cula, Araş.Gör. Abdullah Buğra Soylu, Araş.Gör. Eren Deniz Kahraman, Dr. Öğr. Üyesi Sinem Kozpinar |
| 1 Computational Economics, Hakem, 2025 |
| 2 MATHEMATICS AND COMPUTERS IN SIMULATION, Hakem, 2025 |
| 3 Computational Economics, Hakem, 2024 |
| 4 International Review of Economics & Finance, Hakem, 2023 |
| 5 International Journal of Theoretical and Applied Finance, Hakem, 2021 |
| 6 Computational Economics, Hakem, 2021 |
| 7 JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, Hakem, 2020 |
| 8 Computational Economics, Hakem, 2019 |
| 9 Computational Economics, Hakem, 2019 |
| 10 Computational Economics, Hakem, 2019 |
| 11 Computational Economics, Hakem, 2018 |
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1
Universite Libre de Bruxelles Doktora Sonrası |
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MATEMATİKSEL İSTATİSTİK I |
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OLASILIK TEORİSİ |
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RİSK YÖNETİMİ |
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HAYAT VE HAYAT DIŞI SİGORTA I |
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SİGORTACILIKTA ALTERNATİF RİSK TRANSFERİ VE MENKUL KIYMETLEŞTİRME |
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GENEL MATEMATİK II |
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HAYAT VE HAYAT DIŞI SİGORTA II |
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MATEMATİKSEL İSTATİSTİK II |
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SİGORTA PAZARLAMASI |
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SİGORTA İSTATİSTİĞİ |
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YAŞAM MODELLERİ VE TABLOLARI |
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RİSK YÖNETİMİ VE ANALİZİ |
BAŞKENT ÜNİVERSİTESİ