Now showing items 1-4 of 4

    • Financial valuation of supply chain contracts 

      Pınar, Mustafa Ç.; Şen, Alper; Erön, A. G. (John Wiley & Sons, 2011)
      This chapter focuses on a single buyer‐single supplier multiple period quantity flexibility contract in which the buyer has options to order additional quantities of goods in case of a higher than expected demand in addition ...
    • Pricing and hedging of contingent claims in incomplete markets 

      Camcı, Ahmet (Bilkent University, 2010)
      In this thesis, we analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case. We work on both European and American type contingent claims. For European contingent ...
    • Robust profit opportunities in risky financial portfolios 

      Pınar, M. Ç.; Tütüncü, R. H. (Elsevier, 2005)
      For risky financial securities with given expected return vector and covariance matrix, we propose the concept of a robust profit opportunity in single- and multiple-period settings. We show that the problem of finding the ...
    • Valuing risky projects in incomplete markets 

      Doğruer, Şaziye Pelin (Bilkent University, 2009)
      We study the problem of valuing risky projects in incomplete markets. We develop a new method to value risky projects by restricting the so-called gain-loss ratio. We calculate the project value bounds on a numerical ...