Mine ÇağlarView profile
Professor
Mine Çağlar is a Professor in the Department of Mathematics at Koç University, specializing in probability theory and stochastic processes with applications in mathematical finance and risk analysis. Her work addresses fundamental problems in Markov additive processes, Lévy processes, and Brownian motion, contributing to both theoretical advances and practical financial modeling. Her academic credentials include: PhD in Statistics and Operations Research from Princeton University (1997) Master’s in Industrial Engineering from Bilkent University (1991) B.A. in Industrial Engineering from Middle East Technical University (1989) Professor Çağlar’s research centers on extreme event analysis in stochastic processes, particularly maximum drawdown, maximum loss, and optimal stopping problems. She investigates path properties of spectrally negative Lévy processes and develops mathematical frameworks for degenerate market models. Her work bridges abstract probability theory with real-world financial applications, including risk management and hedging strategies. Recent publications demonstrate sustained innovation in stochastic analysis, with a focus on long-time behavior of complex processes and boundary-crossing phenomena. Analysis of her 15 most recent publications (2018–2024) reveals a cohesive research trajectory emphasizing Markov additive processes (40% of articles), Lévy process extremes (30%), and financial applications (20%). Key methodological trends include path decomposition techniques, Monge-Ampère equations on Wiener space, and stochastic flow modeling. Her work increasingly integrates fluid dynamics concepts like Çinlar models for turbulence simulation, reflecting interdisciplinary expansion into applied mathematics. Her scholarly recognition includes: Hayri Körezlioğlu Research Award (2013) Parlar Foundation Research Incentive Award (2005)










