Welcome to the website of Metin Kilic.
I have developed this website to share with you my current research and models on:
- Asset and liability management,
- Risk management and value at risk, and
- Continuous time finance and asset pricing.
In your tour of my website, you will find more than a dozen of my models, which you are welcome to download and run in your computer. These files are developed in Microsoft-Excel and zipped.
Thank you for visiting.