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Gunduz

Dr. rer. pol Yalin Gündüz

Alumnus
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Research

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

Short biography

Education

University of 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

Miscellaneous

Yalin is a Financial Economist at the Deutsche Bundesbank in Frankfurt. Before joining the Bundesbank he worked as a Senior Consultant at the Risk Management Department at PricewaterhouseCoopers AG in Frankfurt. His previous duties include serving as a Corporate Strategy Consultant at Siemens and as an Assistant Manager at Citibank.

 

Awards

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

Scientific articles in journals

Bundesbank discussion papers

    Dissertations

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

    Papers in collected editions and miscellaneous publications

    • 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 LiquidityUsing Transaction and Order Book Information, in Advances in Financial RiskManagement—Corporates, Intermediaries and Portfolios, Batten/MacKay/Wagner (ed.) Palgrave MacMillan, forthcoming.