WELCOME TO THE WEBSITE OF METIN KILIC
Welcome to the website of Metin Kilic. I have developed this website to share with you my current research and models on 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.
   
At the first link, you will find Metin Kilic's models on
continuous time finance & asset pricing and risk & return optimization; asset & liability management, risk management (VaR), market and credit derivatives pricing.
You are welcome to download and run the models in your computer. The models are on:
- Term Structure Modeling & Balance Sheet Simulation
- Currency Option Pricing under Mean Reverting Volatility
- Currency Option Pricing under Stochastic Interest Rates
- Credit Risk & Default Probability Calculation
- Valuation of Default Risk on Bonds
- Credit Default Swap (CDS) Valuation
- Credit Linked Note (CLN) Valuation
- Portfolio Risk & Return Optimization / Margin Safety
- Risk & Return Optimization on a Bank's B/S (for ALM)
- Risk Budgeting through RAROC Maximization
- Risk & Return Optimization in Project Selection
- Option Pricing via Monte Carlo Simulation
- Monte Carlo Simulation on T-Bill Index (Normal)
- Monte Carlo Simulation on T-Bill Index (Crisis)
- Greek Neutral Trading/Hedging (Insurance via Synthetics)
- Simulation Output of a Jump Diffusion Process.
At the second link, you will find my online resume. There is a printer friendly version in MS-Word format as well.

Models
Resume
My Other Site

kilicmet@yahoo.com