Orcan Ögetbil
Wells Fargo
Orcan Ögetbil is a director of Model Risk Management within Wells Fargo. His work focuses on building and implementing mathematical finance models and tools for application in model validation space. During his tenure as a practitioner, Orcan studied pricing and risk models and methodologies associated with several asset classes, including equity, FX, fixed income, commodity; and utilized them in valuation and validation testing. Orcan received his PhD in theoretical physics from Penn State University with his research specializing in deSitter solutions of N=2 supergravity. In his spare time, Orcan enjoys traveling, playing with his band, and long distance running.
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Articles by Orcan Ögetbil
A flexible commodity skew model with maturity effects
The authors propose an extension to the Andersen commodity curve and calibrate the model to market data for West Texas Intermediate crude oil and for natural gas.