Orhun Hakan Yalincak

State University of New York, Empire State College Alumnus

Hakan Orhun Yalincak, BA (History) State University of New York, Empire State College, Alumnus

Vestal Parkway East

Binghamton, NY 13902

United States

New York University, College of Arts and Sciences (Candidate)

Candidate Bachelor of Arts (BA), College of Arts and Sciences

Bobst Library, E-resource Acquisitions

20 Cooper Square 3rd Floor

New York, NY 10003-711

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 43,673

SSRN RANKINGS

Top 43,673

in Total Papers Downloads

1,084

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Criticism of the Black-Scholes Model: But Why is It Still Used?: (The Answer is Simpler than the Formula)

Number of pages: 11 Posted: 22 Jul 2012 Last Revised: 23 Mar 2015
Orhun Hakan Yalincak
State University of New York, Empire State College Alumnus
Downloads 1,084 (21,354)
Citation 1

Abstract:

Loading...

Black-Scholes-Merton, BSM, stochastic volatility, jump diffusion, Nassim Taleb, levy process, binomial tree, normal distribution, Gaussian, Brownian Motion

2.

Examination of VAR after Long Term Capital Management

Risk Management In Financial Institutions, Spring 2005
Posted: 19 Jul 2012 Last Revised: 09 Feb 2014
Orhun Hakan Yalincak, Yu Li and Mike Tong
State University of New York, Empire State College Alumnus, Independent and Independent

Abstract:

Loading...

Hakan Yalincak, long term capital management, Hakan Yalincak NYU, value at risk, normal distribution, Gaussian, risk management in financial institutions, swap spreads, equity volatility, merger arbitrage

3.

Understanding the Cyprus Problem: A Small Chess Piece on a Huge Board

Posted: 19 Jul 2012 Last Revised: 09 Feb 2014
Orhun Hakan Yalincak
State University of New York, Empire State College Alumnus

Abstract:

Loading...