HALIL METE SONER
You may download the pdf file Soner’s vitae.
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ACADEMIC Experience |
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2007–present Sabancı University Istanbul, Turkey Işık İnselbağ Professor § College of Management. 2000–2007 Koç University Istanbul, Turkey Dean, Professor of Mathematics and Finance § Dean, College of Administrative Sciences and Economics, 2002-2007. § Department of Mathematics. |
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1998–2000 Princeton University Princeton, NJ Paul M. Whythes `55 Professor of Finance and Engineering § Department of Operations Research and Financial Engineering. § Program in Applied and Computational Mathematics. § Bendheim Center for Finance. |
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1986–1998 Carnegie Mellon University Pittsburgh, PA Professor of Mathematics § Department of Mathematical Sciences, Professor, 1992. § Department of Mathematical Sciences, Associate Professor, 1990. § Department of Mathematical Sciences, Assistant Professor, 1986. 1985–1986 Institute for Math. and App. Minneapolis, MN Research Associate |
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Education |
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1981–1985 Brown University Providence, RI n Ph.D., Applied Mathematics, 1986. n M.Sc., Applied Mathemathics, 1983.
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1977–1981 Bogazici University Istanbul, Turkey n B.Sc., Electrical Engineering. n B.Sc., Mathemathics.
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AWARDS AND HONORS |
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§ ERC Advanced
Grant, 2008-2013. § Işık İnselbağ
Professor at Sabancı, 2007- § Thompson ISI Highly cited researcher, 2004. § TUBITAK-TWAS Science Award, 2002. § Member Turkish Academy of Sciences, 2001. § Paul M. Whythes ’55 Professor or Finance and Engineering in Princeton, 1998-2000. |
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VISITING POSITIONS |
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§ June-July 2008; Visiting Professor of Mathematics, Ecole Polytechnique, Paris. § June-July 1998; Visiting Professor of Mathematics, University of Paris 6, Paris. § September 1997-1998: Professor of Mathematics, Bogazici University, Istanbul. § September 1997-1998: Research Associate, Feza Gursey Institute for Basic Sciences, Istanbul. |
SELECTED PRESENTATIONS
§ September 2008, Plenary
Talk, Ulusal Matematik Sempozyumu, Koç University, Turkey
§ July 2008, Invited Talk,
5th European Congress of Mathematics, Amsterdam, NL.
§ June 2007, Invited Talk,
Giordana Indham, Pisa Italy.
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August 2006, Plenary
Speaker, Bachelier Meeting, Tokyo, Japan.
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July 2006, Plenary
Speaker, SIAM Meeting on Financial Engineering, Topical Speaker, SIAM Annual
Meeting, Boston, MA.
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March 2004, Main
Speaker, School on Mathematical Finance, Oxford, UK.
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September 2003, Main
Speaker, Workshop on Concentration phenomenon in the calculus of variations,
Rome, Italy.
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April 2003, Cattedra
Gelileiana, Schuola Normale, Pisa, Italy.
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September 2000, Pleanary
talk, Ulusal Matematik Sempozyumu, Istanbul.
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July 1-4, 2000, CIR-CIME
Summer Course on Evolving Interfaces, Madeira, Portugal.
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January 11, 1999, Annual
AMS Meeting, Short course on control
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June 10, 1997, Plenary
Talk, Meeting on Free Boundaries, Crete, Greece.
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February 27, 1997,
Fields Institute Financial Mathematics Seminar, Toronto.
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January 20-24, 1997,
Main Speaker, Workshop on ``Recent Advances in Continuum Mechanics",
Trento, Italy,
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November 1, 1996,
Clifford Lectures, Georgia Tech., Atlanta.
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August 7-18, 1995, Main
Speaker, CRM Summer School on Boundaries, Interfaces and Transitions, Banff,
Canada.
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June 10-18, 1995, Main
Speaker, CIME Summer School on Viscosity Solutions, Italy.
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April 27, 1995, Plenary
Lecture, Annual SIAM Meeting on Control, St.Louis, MS.
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July 4-7, 1994, Main Speaker,
Workshop on ``Continuum Mechanics and Nonlinear Analysis", Roma,
Italy.
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January 1993, Short
Course on Control, Universitadad Autonoma Metropolitana and Cinvestav, Mexico
City, Mexico.
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July 27- August 7 1992,
Main Speaker, CRM Summer School, Montreal, Canada.
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January 1991, Lecture Series,
Techion, Haifa, Israel.
RESEARCH INTERESTS
Current interests are nonlinear partial differential equations; asymptotic analysis of Ginzburg-Landau type systems, viscosity solutions, and mathematical finance.
Currently I was involved in
three
RESEARCH
SUPPORT AND GRANTS
Throughout my tenure in the United States I had continuous support from the National Science Foundation and also from the Air Force Office of Research for six years. I was the Associate Director for a large grant (nearly 3 million dollars) during 1995-1998 funded by the Army Research Office and the NSF. This grant was the core of the Center for Nonlinear Analysis at Carngei Mellon. I was one of the two Co-PI’s for the continuation grant. Following is the list of grants received or membership to research networks since 1998.
· 1998-2001: Research and Scientific Training in Applied Mathematics, (one of the two Co-PI’s) supported by NSF for an amount of 835,508$.
· 1998-2001: Nonlinear PDE’s and their applications (PI), supported by NSF for an amount of 156,000$.
· 2002, European Network (HPRN-CT-2002-00282) HYKE (member of the team from Crete).
· 2002, European Network (HPRN-CT-2002-00274) Fronts-Singularities (member of the team from Crete).
· 2005-2010: European Research Network AMaMeF (Advanced Mathematical Methods for Finance (Member of the Steering Committee), supported by ESF for an amount of 722,000 Euro.
· 2006-2009: Nonlinear PDEs in Phase Transitions, (one of the two Co-PIs), supported by TÜBİTAK for an amount of153,900 YTL (approximately 90,000 Euro).
· 2008-2011: Mathematical Collaboration Network, (Co-PI), supported by TÜBİTAK for an amount of 1,150,980 YTL (approximately 750,000 Euro).
· 2008-2013: FiRM-Mathematical Methods for Financial Risk Management, European research Council Advanced Grant (PI), supported by ERC for an amount of 880,560 Euro.
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last updated on September 15, 2008.