Employment History
- (Full) Professor, Sep 2013 onwards, Department of Mathematics, University of Michigan.
- Director of the Quantitative Finance and Risk Management Masters Program, January 2015 onwards.
- Associate Professor (with Tenure), Sep 2010-August 2013, Department of Mathematics, University of Michigan.
- Assistant Professor (Tenure Track), Sep 2006-August 2010, Department of Mathematics, University of Michigan.
- T. H. Hildebrandt Research Assistant Professor, Aug 2004-Aug 2006, Department of Mathematics, University of Michigan.
Education
- Ph.D., Princeton University, 2004.
- M.A., Princeton University, 2002.
- B.S., Electrical Engineering (Alumni in academia ), Middle East Technical University, Turkey, 2000.
- B.S. Mathematics, Middle East Technical University, Turkey, 2000.
- Science High School of Izmir (Izmir Fen Lisesi) , Turkey, 1996.
Research Interests
- Mathematical finance, applied probability, stochastic analysis, stochastic control, optimal stopping.
Thesis
- Topics in Stochastic Processes and Their Applications, Princeton University 2004. [ Link ]
Distinctions
- Susan M. Smith Professorship, 2010-.
- National Science Foundation CAREER Grant in Applied Mathematics, DMS-0955463, 2010-2016 (PI).
- SIAM Activity Group on Financial Mathematics and Engineering (SIAG/FME) (the inaugural) Early Career Prize, 2010.