Bilgi Yilmaz

Kahramanmaraş Sütçü İmam University

Bilgi Yılmaz holds master’s and doctoral degrees from the Department of Financial Mathematics at the Institute of Applied Mathematics at Middle East Technical University. He then conducted research as a postdoctoral researcher at RPTU Kaiserslautern from 2021 to 2024, supported by a research grant from the German Federal Ministry of Education and Research (BMBF) in the field of financial mathematics under the supervision of Prof. Dr. Ralf Korn. Dr. Yılmaz’s academic pursuits are centered on various domains within financial mathematics, encompassing housing markets, stock markets, energy markets, stochastic processes, option pricing, risk analysis, Malliavin calculus and machine learning. As of 2024, Dr. Yılmaz has been furthering his academic endeavors as an Associate Professor at Kahramanmaraş Sütçü İmam University, within the Department of Mathematics at the Faculty of Science.

Articles by Bilgi Yilmaz

Original research

Credit portfolio modeling and pricing using the Poisson binomial distribution

The authors extend the Poisson binomial distribution by integrating correlation and dependence between events, improving model validation and the capture of complex events.

23 Aug 2024

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