Bahri Tokmak is a PhD student in Scientific Computing at the Institute of Applied Mathematics, METU, with research interests in quantitative finance and computational science. He holds MSc degrees in Data Science (Sabancı University) and Economics (METU), and a BSc in Computer Engineering (METU). With 10+ years of experience in financial risk management, he focuses on quantitative risk modeling, derivative pricing, portfolio analytics, and regulatory compliance (Basel II/III/IV). He is an FRM charterholder (GARP) and currently works at SS&C Technologies as a risk and analytics professional supporting banking and capital markets.
Mr. Bahri Tokmak
Presentation Title: Improving the Willow Tree Method: An Enhanced Variant and an Empirical Comparison with the Binomial Tree Method
Middle East Technical University, Turkey
Past Speaker