NewsErhan 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