Research output per year
Research output per year
Personal profile
Curriculum Vitae
Habilitation in Financial Mathematics, WU, Institute for Statistics and Mathematics
2017
PhD in Mathematics, University of Vienna
2011
MSc in Applied Mathematics, Middle East Technical University
2005
BSc in Economics, Middle East Technical University
2003
Publications
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Regime-switching affine term structures
Celary, A., Krühner, P. & Eksi-Altay, Z., Jan 2024, In: Quantitative Finance. 24, 1Publication: Scientific journal › Journal article › peer-review
Open Access -
A Tour into Dark Pools
Altay, S., Colaneri, K. & Eksi-Altay, Z., 25 Oct 2023, (Submitted) In: Synthese.Publication: Scientific journal › Journal article › Research › peer-review
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On the information content of implied liquidity measure: Evidence from S&P 500 index options
Yerli, C., Eksi-Altay, Z. & Selcuk-Kestel, S., 11 Jul 2023, In: Finance Research Letters. 57, November 2023Publication: Scientific journal › Journal article › peer-review
Open Access -
Regime-switching affine term structures
Celary, A., Eisenberg, P. & Eksi, Z., 15 Feb 2023, (E-pub ahead of print).Publication: Working/Discussion Paper › Working Paper/Preprint
File86 Downloads (Pure) -
Closing a Bitcoin Trade Optimally under Partial Information: Performance Assessment of a Stochastic Disorder Model
Eksi-Altay, Z. & Schreitl, D., 2022, In: Mathematics. 10, 1, 13 p.Publication: Scientific journal › Journal article › peer-review
Open Access
Activities
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Finance Research Letters (Journal)
Eksi-Altay, Z. (Reviewer)
Jan 2024 → …Activity: Editorial work and peer-review › Journal article peer-review
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Teaching evaluation, in-house reviwer
Eksi-Altay, Z. (Participant)
Dec 2023Activity: Other scientific work
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Annual Workshop of the PhD Label Mathematics in Economics and Business
Eksi-Altay, Z. (Speaker)
25 Sept 2023Activity: Talk or presentation › Science to science
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Vienna University of Economics and Business (Organisational unit)
Eksi-Altay, Z. (Member)
Jul 2023 → …Activity: Membership/function › University self-administration, Cooperation manager
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Institute for Statistics and Mathematics (Organisational unit)
Eksi-Altay, Z. (Member)
2023Activity: Membership/function › Appointment committee