Publications and Preprints

Zehra Eksi

  • Comparative study of risk measures, Master Thesis, 2005 (pdf)
  • Alternative risk measures and extreme value theory in finance: Implementation on ISE 100 index (with Yildirim, I. and Yilidirak, K.), Proceedings of International Conference on Business, Economics and Management, Yasar University, Izmir Turkey, 2005 (pdf)
  • A Black-Scholes like model with Vasicek interest rates, Preprint, 2007 (pdf)