Deniz Sezer

Dong, J., Korobenko, L. and Sezer, D.  A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Revised and resubmitted to Quantitative Finance)

I am accepting applications for both Ph.D and Masters in all of the above areas.  Candidates with a strong background in probability and statistics will be given priority.

I am also offering a fellowship for Ph.D in spatio temporal processes and applications to modeling of wind and and solar energy.  For more information please follow the link:

Fellowship in spatio-temporal processes and applications to wind and solar energy

• Courses
• Supervised Students