2010-2016Doctorate
Orta Doğu Teknik Üniversitesi Finansal Matematik (Dr) (İngilizce)
Education
2007-2010Master's
Orta Doğu Teknik Üniversitesi Finansal Matematik (Yl) (Tezli) (İngilizce)
2001-2006Bachelor's
İstanbul Teknik Üniversitesi İşletme Mühendisliği Bölümü
Articles
- A quantitative framework for testing the resilience of Islamic finance portfolios under IFSB and Basel capital rules ,2017
- Stress testing of energy-related derivative instruments based on conditional market risk models ,2010
- A robust bi-objective mathematical model for disaster rescue units allocation and scheduling with learning effect ,2020
Reports
- Optimal Control of Stochastic Hybrid Systems under Regime Switches, Impulsiveness and Delay, in Finance, Economics and Nature - WEBER GERHARD WILHELM,SAVKU EMEL,AYDIN NADİ SERHAN,TEMOÇİN BÜŞRA ZEYNEP,KESTEL AYŞE SEVTAP
- Exploring the Trading Implications of the Brody-Hughston-Macrina (BHM) Framework using Reinforcement Learning - AYDIN NADİ SERHAN
- A Risk-Based Stochastic Optimization Framework for pre-Disaster Optimal Allocation of Earthquake Search and Rescue Units - AYDIN NADİ SERHAN
Books
- Financial Modelling with Forward-looking Information: An Intuitive Approach to Asset Pricing, 2017 – Springer
- Science, Engineering Management and Information Technology, 2023 – Springer
- Multidimensional and Strategic Outlook in Digital Business Transformation, 2023 – Springer
