Erhan Bayraktar,   Susan Meredith Smith Assoc Prof Actuarial Scienc 2846 East Hall Phone:  (734) 764-9402 Email:  erhan@umich.edu Research Area(s): Financial and Actuarial Personal Home Page Research Interests: Mathematical finance, applied probability, stochastic analysis, stochastic control, optimal stopping. News Erhan Bayraktar presents an Inaugural Lecture, Valuation Equations for Stochastic Volatility Models       2011 Erhan Bayraktar has been selected to receive the first award of the SIAG/FME (SIAM Activity Group on Financial Mathematics and Engineering) Junior Scientist Prize       2010 The Junior Scientist Prize is awarded to an outstanding junior researcher in the field of financial mathematics for distinguished contributions to the field in the three calendar years prior to the year of the award. The selection committee recognized Bayraktar's varied, deep and original contributions to financial mathematics, covering important problems in derivative pricing, credit risk, portfolio choice and insurance. Erhan Bayraktar received a NSF Career award for his project "Topics in Optimal Stopping and Control."       2010   Contact math-webmaster@umich.edu to update this faculty detail page.