Ahmet Camci
Associate Professor
Business Adm.
Yasar University
Turkey
Biography
Integrated PhD INDUSTRIAL ENGINEERING (DR) / Ä°HSAN DOÄžRAMACI BÄ°LKENT UNIVERSITY INSTITUTE OF ENGINEERING AND SCIENCE / INDUSTRIAL ENGINEERING (DR) / Thesis Name: Pricing and hedging of contingent claims in incomplete markets (2010) Thesis Advisor: MUSTAFA ÇELEBÄ° PINAR 2004 - 2010 License INDUSTRIAL ENGINEERING DEPARTMENT / Ä°HSAN DOÄžRAMACI BÄ°LKENT UNIVERSITY FACULTY OF ENGINEERING / INDUSTRIAL ENGINEERING DEPARTMENT / INDUSTRIAL ENGINEERING PR. (ENGLISH) (FULL BURSLU) / 1999 - 2003
Research Interest
financial engineering, option pricing, logistics management and vehicle routing problem
Publications
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Camcý Ahmet, Ç. Pınar Mustafa Pricing American contingent claims by stochastic linear programming Optimization, 58(6), 627-640. (SCI-Expanded) 2009
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Pınar Mustafa Ç., Salih Aslıhan, Glazier Ahmet Expected gain loss pricing and hedging of contingent claims in incomplete markets by linear programming European Journal of Operational Research, 201(3), 770-785. (SCI-Expanded) 2010
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Pınar M. Ç., Camcı A. An Integer Programming Model for Pricing American Contingent Claims under Transaction Costs Computational Economics, 39(1), 1-12. (SCI-Expanded) 2012
