Contact Information:

Education:

Ph.D.(2006) & M.A.(2005), Princeton University.
B.Sc.(2002), Bogazici University-Istanbul, Turkey.

Research Interests:

• Applied probability, statistics, stochastic processes
• Martingales, Markov processes, Levy processes, random measures
• Optimal stopping, stochastic optimal control with applications in finance and engineering 
• Bayesian sequential analysis; sequential change detection, hypothesis testing
• Valuation and hedging of contingent claims, real options
  

Publications and Preprints:

• S.O.Sezer (2008). On the Wiener disorder problem. Submitted.
  
• S. Dayanik, H. V. Poor, and S. O. Sezer (2008). Sequential multi-hypothesis testing for compound Poisson processes. Stochastics, 80:1, 19-50.
• M. Ludkovski, and S. O. Sezer (2007). Finite-horizon decision timing with partially observable Poisson processes. Submitted.
• S. Dayanik, H. V. Poor, and S. O. Sezer (2006). Multisource Bayesian sequential change detection. Annals of Applied Probability, 18:2, 552-590.
• E. Bayraktar and S. O. Sezer (2006). Quickest Detection for a Poisson Process with a Phase-type Change-time Distribution. Submitted.
• S. Dayanik and S. O. Sezer (2006) Sequential testing of simple hypotheses about compound Poisson processes.  Stochastic Processes and their Applications. 116:12, 1892-1919.
• S. Dayanik and S. O. Sezer (2006) Compound Poisson disorder problem. Mathematics of Operations Research. 31:4, 649-672. (First Place in the INFORMS 2005 JFIG Paper Competition).

• Bayesian sequential change-point detection and hypothesis testing problems for compound Poisson and Wiener processes, Princeton University, 2006.

    Courses Offered at Michigan

• MATH 525 / STATS 525 Probability Theory. Fall 2007. 
• MATH 506 / IOE 506 Stochastic Analysis for Finance II. Fall 2007, Fall 2008.
• MATH 424 Compound Interest and Life Insurance. Fall 2006, Winter 2007, Winter 2008.
• MATH 115 Calculus I. Fall 2006.

    Assistantship at Princeton

• ORF 551 Probability Theory. Spring 2006.   
• ORF 527 Stochastic Calculus and Finance. Spring 2006. 
• ORF 411 Operations and Information Engineering. Fall 2003.  
• ORF 405/505 Modern Regression and Times Series. Fall 2005.
• ORF 311 Optimization Under Uncertainty. Fall 2004.
  

Awards and Honors:

• Spring/Summer Research Fellowship by the Department of Mathematics at the University of Michigan (2007)
• Co-Winner of INFORMS 2005 JFIG Paper Competition.
• Princeton University Gordon Wu Fellowship in Engineering (2002-2006).
• Turkish Educational Foundation (TEV) Fellowship for Undergraduate Studies (1998-2002).