Ismail Iyigunler Ph.D. Student in Applied Mathematics Department of Applied Mathematics Illinois Institute of Technology 10 W. 32nd Street Chicago, IL 60616 Phone: (312) 567-5867 E-mail: iiyigunl[at]iit[dot]edu Advisors: Tomasz R. Bielecki Igor Cialenco

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Education

• 2006-2008, M.S. in Computational Sciences and Engineering, Koc University, Istanbul, Turkey
• 2002-2006, B.S. in Mathematical Engineering, Istanbul Technical University, Istanbul, Turkey

Experience

• 09/2008 – Present, Research Assistant, Department of Applied Mathematics, Illinois Institute of Technology, Chicago IL
• 09/2006 – 07/2008, Research and Teaching Assistant, Koc University, Istanbul, Turkey

Research

• Mathematical Finance, Stochastic Analysis
• Pricing and Hedging of Credit Derivatives, Counterparty Risk, Credit Correlation

Publications

• Linearizability of Stochastic Differential Equations Driven by Finite Activity Levy Processes, (with M. Caglar and G. Unal), submitted.
• Exact Linearization of One-Dimensional Jump-Diffusion Stochastic Differential Equations, (with G. Unal and A. Sanver), Nonlinear Dynamics, 2008, Vol 51, Numbers 1-2, 1-8
• Linearization of One-Dimensional Nonautonomous Jump-Diffusion Stochastic Differential Equations, (with G. Unal and C. M. Khalique), J. of Nonlinear Mathematical Physics, 2007, Vol 14-3, 422 - 434

Awards and Honors

• Vehbi Koc Foundation M.S. Scholarship (2006 – 2008)
• TUBITAK (The Turkish Academy of Sciences) Research Scholarship (2006 – 2008)

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