Contents |
[edit]
2009
- Emre Yüce, "A Case Study on the Security of IPV6 Transition Methods", Advisor: Ali Doğanaksoy
- Pelin Erdem, "A framework for document/file authorization in document management systems via PKI", Advisor: Ersan Akyıldız
- Erkan Büyükbebeci, "Comparison of Mars, Cmars and Cart in Predicting Default Probabilities for Emerging Markets", Advisor: Gerhard Wilhelm Weber
- Burcu Ülkür İren, "Term Structure Analysis of Bond Yields by Macro-Finance Representation", Advisor: Kasırga Yıldırak
- Serpil Özler, "Retrospective Hedging: A Study of Futures Contracts on TurkDEX", Advisor: Seza Danışoğlu
- Rukiye Yılmaz, "Pricing the Mortgage Default Option in Turkey with Cox Ross Rubinstein Model", Advisor: Işıl Erol
- Kadir Gürsoy, "The Effects Of Latest Parametric Reform On Financial Sustainability And Actuarial Fairness For Pay-As-You-Go Pension System In Turkey And Some Alternative Reform Options", Advisor : Burçak Başbuğ ERKAN
- Selda Vuranok, "Financial Development and Economic Growth: A Cointegration Approach", Advisor : Coşkun Küçüközmen
- Ayşe Neylan Özveren, "Credit Default Swaps: An Assessment and Pricing Issues", Advisor : Coşkun Küçüközmen
- Lütfü Tarkan Ölçüoğlu, "Analysis of Rabbit Cipher", Advisor : Ali Doğanaksoy
- Nazlı Çelik, "An Application Of Fast Fourier Transform Option Pricing Algorithm To The Heston Model", Advisor : Coşkun Küçüközmen
[edit]
2008
- Hakan Özadam, "Construction of Secret Sharing Schemes Using Linear Codes", Advisor : Ferruh Özbudak
- Vafa Jafarova, "Risk Minimizing Strategies in Unit Linked Life Insurance Contracts", Advisor : Ömer Gebizlioğlu
- Raşit Özkan, "Actuarial Risk Process and Ruin Probability", Advisor : Ömer Gebizlioğlu
- İlkin Menet, "Value at Risk : How Various Methodologies Differ", Advisor : Coşkun Küçüközmen
- Çiğdem Acar, "Cryptographic Analysis of The Versions of the Serpent Cipher", Advisor : Melek Yücel
- Ergün Bektaş, "MD4 Testing a Crypto Box Using Related Key Boomerang Attack with 2 Keys", Advisor : Ali Doğanaksoy
- Onur Kurt, "Finding Collision to MD4 by Using Wang's Method", Advisor : Ali Doğanaksoy
- Sibel Kaplan, "Monte Carlo Methods for Option Pricing", Advisor : Coşkun Küçüközmen
- Damla Gümüş, "Event Study Methodology Applied to the ISE", Advisor : Adil Oran
[edit]
2007
- Ceyda Mangır, "A Study on Time-Memory Trade-off Attack Using Rainbow Tables", Advisor : Ali Doğanaksoy
- Arda Züber, "A Study on Time-Memory Trade-off Using Hellman Method", Advisor : Ali Doğanaksoy
- Bülent Yılmaz, "Time-Memory Trade-off Using Distinguished Points", Advisor : Ali Doğanaksoy
- Ömer Sever, "Optimal Extension Field : Software and Hardware Implementation", Advisor : Emrah Çakçak
- Seda Üngör, "Mean Variance Model For Gold Price Per Ounce With U.S Dollar,Yen, South African Rand Currencies", Advisor : Coşkun Küçüközmen
[edit]
2006
- Tolga Aktürk, "Tourism Demand for Turkey: Models, Analysis and Results", Advisor : Coşkun Küçüközmen
- Utku Bora Geyikçi, "The Effects of Financial Liberalization on Stock Markets in Emerging Markets", Advisor : Coşkun Küçüközmen
- Fatma Gaye Başaran, "The Relationship Between Market Beta and Financial Performances of Companies in Textile Sector", Advisor : Coşkun Küçüközmen
- Ebru Elif Gökçek, "Determinants of Individual Ratings: A Multivariate Statistical Analysis", Advisor : Coşkun Küçüközmen
- Özkan Boztaş, "Differential Cryptanalysis and Linear Cryptanalysis of Block Ciphers", Advisor : Ali Doğanaksoy
- Başak Çakar, "The Impacts of Macroeconomic Variables on Stock Returns", Advisor : Seza Danışoğlu Rhoades
- Sibel Korkmaz, "Dynamic Coherent Risk Measures", Advisor : Hayri Körezlioğlu
- Aylin Akın, "", Advisor : Irini Dimitriyadis
- Ayşe Kısacık, "Hıgh Volatılıty, Heavy Taıls And Extreme Values In Value At Rısk Estımatıon", Advisor : Sevtap Selçuk Kestel
- Recep Doğan Ersöz, "Crypxor - A Stream Cipher Based Encryption and RSA Based Digital Signature Generation and Verification Tool", Advisor : Ali Doğanaksoy
- Abdullah Öner, "Rsa Key Supplıer And Test Applıcatıon", Advisor : Ersan Akyıldız
[edit]
2005
- Sema Karaarslan "Investigating the Use of Value at Risk in Insurance", Advisor : Ömer Gebizlioğlu
- Efsun Kürüm, "Annuities With Controlled Random Interest Rates", Advisor : Hayri Körezlioğlu
- Rezzan Kan, "Value at Risk Estimation with Garch Type Models", Advisor : Seza Danışoğlu Rhoades
- Nadire Ebru Buz, "Defined Benefit Pension Fund Modeling", Advisor : Sevtap Selçuk Kestel and Muhammed Dabbagh
- Cengizhan Aksu, "Optimal Reinsurance Strategies under Exponentially Distributed Claim Amounts", Advisor : Ömer Gebizlioğlu
- Kadir Altan, "Data Sets of Block Cipher Statistical Test Kit", Advisor : Ali Doğanaksoy
- Atilla Bektaş , "Probabilistic Primality Tests ", Advisor : Ali Doğanaksoy
- Gökhan Yılmaz, "Insurer’s Optimal Reinsurance Protections under Pareto Distributed Claim Amounts", Advisor : Ömer Gebizlioğlu
- Hande Kural, "Procyclicality and Basel II", Advisor : Coşkun Küçüközmen
- Volkan Bilgin, "Credit Derivatives : Markets, Applications, Legal Issues and Strategic Use", Advisor : Coşkun Küçüközmen
- Seval Çevik, "Credit Rating of Bonds, Interest Rate Processes and Modelling with a Hidden Markov Chain Model", Advisor : Gerhard Wilhelm Weber
- Hale Baş, "Systematıc & Unsystematıc Rısk Of Ise Industrıal Companıes", Advisor : Nuray Güner
- Hale Taşkın İnce, "Analysis of Bauspar System and Model Based Clustering with Hidden Markov Models", Advisor : Gerhard Wilhelm Weber
- Mehmet Emre Tiftik, "Credit Risk Modeling", Advisor : Esma Gaygısız
[edit]
2004
- Ayça Karakuş, "The Risk Measurement of Turkish Electricity Prices", Advisor : Coşkun Küçüközmen
- Kerem Kaşkaloğlu, "A Construction of Algebraic Codes Over Finite Fields", Advisor : Ferruh Özbudak
- Mahir Ulutaş, "Notes On Systematic Authentication Codes With Highly Nonlinear Functions and Exponential Sums Over Finite Fields", Advisor : Ferruh Özbudak
- Seçil İçmeli Bayram, "Value-at-Risk Computations under Various Var Models for Insurance Companies and Stress Testing", Advisor : Coşkun Küçüközmen
- Barış Özkök, "An Overview of Quantum Cryptography", Advisor : Yusuf İpekoğlu
- Deniz Toz, "Evaluation Functions of Block Cipher Statistical Test Kit", Advisor : Ali Doğanaksoy
- Çiğdem Vural, "Moment Generating Function Approach to Pricing Interest Rate", Advisor : Hayri Körezlioğlu
- Burak Candan, "Energy Risk: The Risk Measurement of Oil and Natural Gas Prices", Advisor : Coşkun Küçüközmen