Zehra Eksi-Altay

Assoc. Prof. Zehra Eksi-Altay holds a position at the Institute for Statistics and Mathematics at Vienna University of Economics and Business (WU). Her research focuses on financial mathematics, stochastic modeling, and partial information control problems in finance. She has expertise in credit risk modeling, derivatives pricing, and commodity markets. Eksi-Altay has a PhD in Financial Mathematics (2011) and completed her Habilitation in 2017. She has advised one doctoral thesis and has published extensively in top-tier journals like Quantitative Finance and Journal of Computational and Applied Mathematics. Her work bridges theoretical advancements with practical applications in areas such as regime-switching models, optimal portfolio strategies, and liquidity analysis.

• Education: BSc, MSc (2005), PhD (2011)
• Habilitation: 2017
• Key Research Themes: Partial Information Models, Stochastic Control, Credit Risk, Algorithmic Trading

Her recent work explores regime-switching affine term structures, optimal trading strategies under uncertainty, and dark pool liquidity analysis. Eksi-Altay has received one academic prize, though its specific name is not detailed in the provided text. Her contributions span both theoretical developments and applied finance, often collaborating with institutions like WU’s Institute for Statistics and Mathematics.