معرفی
Dr. Öğr. Üyesi Sinem Kozpınar is an Assistant Professor at Başkent University's Faculty of Commercial Sciences, specializing in Insurance Program. With a PhD in Financial Mathematics from METU and postdoctoral experience in Actuarial Sciences at Université Libre de Bruxelles, her work bridges mathematical modeling with insurance and energy market applications.
- Education: PhD (2018) and MSc (2013) in Financial Mathematics from METU; BSc (2011) in Mathematics from Hacettepe University
Her research focuses on stochastic processes and applied mathematics, particularly in derivatives pricing and risk modeling. Publications span topics like regime-switching models, Heston stochastic volatility, and multi-asset options under Lévy frameworks.
Recent work includes reduced-order modeling for volatility processes and energy quanto options pricing. She teaches courses in mathematical statistics, risk management, and insurance mathematics, while contributing to projects like the TÜRİB AI-Enhanced Market Surveillance Project.
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