Yildiray Yildirim

Finance · 2003–2010

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 6 citations into it; #5,262 of 10,518 by trust here, #9,725 by citations

Whom Yildiray Yildirim trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Marek Musiela
2. Marek Rutkowski

Who trusts Yildiray Yildirim overall

1. Guohui Guan
2. L. Pham
3. Gangjin Wang
4. Zongxia Liang

Papers from Yildiray Yildirim's perspective

Ordered by how strongly the researchers Yildiray Yildirim trusts endorse each paper. Same corpus, a different order for every researcher.

1. Martingale Methods in Financial Modelling
2. Credit Risk: Modeling, Valuation And Hedging
3. Structural Models of Corporate Bond Pricing: An Empirical Analysis
4. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
5. VECTOR STOCHASTIC INTEGRALS AND THE FUNDAMENTAL THEOREMS OF ASSET PRICING
6. Pricing Via Utility Maximization and Entropy
7. The Defaultable Lévy Term Structure: Ratings and Restructuring
8. On Models of Default Risk
9. On Default Correlation: A Copula Function Approach
10. The Pricing of Options and Corporate Liabilities

Their papers

• Dynamic Correlations Among Asset Classes: REIT and Stock Returns (2010) — 139 citations
• Modeling Credit Risk with Partial Information (2004) — 177 citations
• Pricing Treasury Inflation Protected Securities and Related Derivatives using an HJM Model (2003) — 197 citations