Dursun Havva Oezlem

Havva Ozlem Dursun was born in the southern part of Turkey. She moved to Ankara to study Mathematics at the Middle East Technical University (METU) after completing high school in 2000. She obtained her M.Sc. in Financial Mathematics from the Institute of Applied Mathematics (IAM) at METU. Her master thesis contains the empirical and theoretical analysis of “Jump Detection in High Frequency Finance with Power Variation Processes”. She completed a summer internship at the Istanbul Stock Exchange. During her studies she gave private lessons in “Calculus”, “Differential Equations” and “Linear Algebra” for the freshmen at her university. She was a PhD candidate in Financial Mathematics at METU during 2007-2008. In 2008, she has joined the VGSF as a PhD student.

Education:

Since 2008: PhD student at the Vienna Graduate School of Finance (full scholarship)
2007-2008: PhD candidate in Financial Mathematics in the Institute of Applied Mathematics at Middle East technical University, Turkey
2005-2007: M.Sc. in Financial Mathematics in the Institute of Applied Mathematics at Middle East technical University, Turkey
2005-2007: B.Sc. in Mathematics, Middle East Technical University, Turkey

Research Interests:

Game Theory, Banking Theory, Prudential Regulation, Corporate Finance

Working Papers:

Loan Sales and Lending Relationships

Workshops:

Banking Summer School at Barcelona School of Economics (summer 2010)

Teaching:

International Financial Management (finance course for bachelor and master students in business administration)

Contact Details:

Phone: +43-1-313 36 Ex 6333
Email: havva(.)dursun(@)vgsf(.)ac(.)at