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Erdinç Akyıldırım

Assist. Prof.
Ph.D: 
University of Zurich and Swiss Finance Institute
Teaching Areas: 

Financial Mathematics,
Quantitative Finance, 
Financial Analytics,
Machine Learning in Finance

Research Areas: 

Statistical Arbitrage,
FinTech, Blockchain,
Cryptocurrencies,
Machine Learning Applications,
Climate Finance
 

Phone: 
6806
E-Mail: 
erdinc.akyildirim@boun.edu.tr
Selected Publications: 
Akyildirim, Erdinc, Duc Khuong Nguyen, and Ahmet Sensoy (2018). A tale of two risks in the EMU sovereign debt markets. Economics Letters, 172, 102-106.
Göncü, Ahmet, and Erdinc Akyildirim (2017). Statistical arbitrage in the multi-asset Black–Scholes economy. Annals of Financial Economics, 12, 1750004.
Göncü, Ahmet, and Erdinç Akyıldırım (2016). Statistical arbitrage with pairs trading. International Review of Finance, 16(2), 307-319.
Akyildirim, Erdinç, and Albert Altarovici (2016). Partial hedging and cash requirements in discrete time. Quantitative Finance, 16(6), 929-945.
Göncü, Ahmet, and Erdinc Akyildirim (2016). A stochastic model for commodity pairs trading. Quantitative Finance, 16(12), 1843-1857.
Akyıldırım, Erdinç, Albert Altarovici, and Cumhur Ekinci (2015). Effects of firm-specific public announcements on market dynamics: Implications for high-frequency traders. Handbook of High Frequency Trading, -, 305.
Akyıldırım, Erdinç, Ahmet Göncü, and Albert Altarovici (2014). Modeling Long-term Seasonality and Spikes of the Spot Electricity Prices in Turkey. Bogazici Journal: Review of Social, Economic & Administrative Studies, 1(2), 28.
Akyıldırım, Erdinç, Yan Dolinsky, and H. Mete Soner (2014). Approximating stochastic volatility by recombinant trees. Annals of Applied Probability, 24(5), 2176-2205.
Akyıldırım, Erdinç, and Halil Mete Soner (2014). A brief history of mathematics in finance. Borsa Istanbul Review, 14(1), 57-63.
Akyildirim, Erdinç, I. Ethem Güney, Jean-Charles Rochet, and H. Mete Soner (2014). Optimal dividend policy with random interest rates. Journal of Mathematical Economics, 51, 93-101.

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