Professor Umut Cetin

About

Umut’s research falls into the field of stochastic analysis, often with an applied emphasis on understanding the imperfections in financial markets. More recently his research has movedtowards equilibrium analysis in Market Microstructure Theory, especially in the presence of asymmetric information. Analysis of such models leads to interesting inverse problems in Markov processes theory and one needs to apply a combination of various techniques from stochastic filtering, stochastic and partial differential equations, conditioning of Markov processes, and the theory of enlargement of filtrations.