Home | english  | Impressum | Sitemap | KIT
Gunduz

Dr. rer. pol Yalin Gündüz

Alumnus
derivateAlo3∂fbv kit edu

Forschungsschwerpunkte

Valuation of defaultable bonds and credit default swaps, Empirical analysis of credit risk models, Microstructure of credit derivatives platforms, Machine learning algorithms, Support Vector Machines applications

Kurzprofil

Ausbildung

Universität Karlsruhe, Karlsruhe
Dr. rer. pol. (Financial Engineering)

Middle East Technical University, Ankara
MSc. Science and Technology Policy

Middle East Technical University, Ankara
BSc. Industrial Engineering

Weiteres

Yalin arbeitet heute als Finanzökonom bei der Deutschen Bundesbank in Frankfurt. Zuvor arbeitete er als Senior Consultant in der Risk Management Abteilung bei der PricewaterhouseCoopers AG in Frankfurt. Darüber hinaus war er als Corporate Strategy Consultant bei Siemens und als Assistant Manager bei der Citibank beschäftigt.

Auszeichnungen

Program Committee Member, European Finance Association Annual Meeting, 2007
Participant of 2nd Lindau Meetings of the Nobel Economic Sciences Laureates, 2006
Award of Appreciation, Annual Conference of German Classification Society, 2006
German Research Foundation (DFG) Scholarship, 2004-2007
Fulbright Scholar, 2000
Turkish National Productivity Center Thesis Support Award, 1999
NATO A-1 Scholarship Award, 1997
Among the top 200 students in the 1st and 2nd steps of the University Entrance Examination of Turkey out of approximately 1.5 million students, 1993

Wissenschaftliche Beiträge in Zeitschriften

Bundesbank Discussion Papers

    Dissertationsschrift

    • Gündüz, Y., Credit Default Swap Markets and Credit Risk Pricing - A Comparative Study, 2008.

    Beiträge zu Sammelwerken und sonstige Publikationen

    • Gündüz, Y., D. Seese and M. Uhrig-Homburg, Utilizing Financial Models in Market Design: The Search for a Benchmark Model, in: Information Management and Market Engineering, Dreier/Studer/Weinhardt (ed.), Universitätsverlag Karlsruhe, pp. 165-176, 2006.
    • Kunze, J. and Y. Gündüz, Decision Patterns and Information Availability in the Beer Distribution Game, Proceedings of the 24th International System Dynamics Conference, Nijmegen, Netherlands, 2006.
    • Gündüz, Y. and A. Alsan, A System Dynamics Approach to Modelling Business-to-Business Markets - Case of Siemens, Proceedings of the 22th International System Dynamics Conference, Oxford, England, 2004.
    • Durand, P., Y. Gündüz and I. Thomazeau, Estimating Endogenous Liquidity Using Transaction and Order Book Information, in Advances in Financial Risk Management—Corporates, Intermediaries and Portfolios, Batten/MacKay/Wagner (ed.) Palgrave MacMillan, forthcoming