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Cenk Cevat Karahan, Assistant Proffesor

Cenk Cevat Karahan, Assistant Proffesor

Ph.D. : Southern California

Teaching Areas:  Financial Markets, Derivatives, Asset Pricing, Portfolio Management, Risk Management

Research Areas: Quantitative Finance, Financial Derivatives, Portfolio Management, Asset Pricing, Risk Management, Stochastic Models in Finance, Monte Carlo Simulation

Ext : 4885

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Selected Publications:

  • Karahan, C.C. and Ross, S. M. (2011) "Pricing American Options via  Monte Carlo Simulation: A New Heuristic Approach for Constructing the  Exercise Frontier", submitted to Journal of Derivatives
  • Karahan, C.C. "Optimal Redemption Policies for Illiquid Investments" in  preparation
CV