Halil Mete Soner

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Halil Mete Soner

Halil Mete Soner is a Turkish mathematician born in Ankara.

After graduating from the Ankara Science High School (Ankara Fen Lisesi), he started his university education at the Middle East Technical University in Ankara, later transferred to Boğaziçi University, Istanbul in 1977. He received a B.Sc. in mathematics and another in electrical engineering simultaneously in 1981, both in first-rank. Soner then attended Brown University in Providence, RI, U.S. on a research fellowship, where he obtained his M.Sc. (1983) and Ph.D. (1986) in applied mathematics.^[1]

In 1985, Soner was research associate at the Institute for Mathematics and Applied Sciences in Minneapolis, MN and, assistant professor and then professor between 1986-1998 in the Department of Mathematical Sciences at the Carnegie Mellon University in Pittsburgh, PA. During 1997-1998 he was Research Associate at the Feza Gursey Institute for Basic Sciences in Istanbul and visiting professor of Mathematics at the Boğaziçi University, Istanbul and the University of Paris, Paris, France. From 1998 for two years, Soner was “Paul M. Whythes `55” Professor of Finance and Engineering in the Department of Operations Research and Financial Engineering at Princeton University. Then, he moved to Koc University where he served as the Dean of the College of Administrative Sciences and Economics until September 2007. From 2007 until 2009 he was the Isik Inselbag Professor of Finance in Sabanci University. Currently he is a Professor of Financial Mathematics at ETH Zürich.^[2]

Soner co-authored a book, with Wendell Fleming, on viscosity solutions and stochastic control; Controlled Markov Processes and Viscosity Solutions (Springer-Verlag) in 1993, which was listed among the most-cited articles on computer science by Thomson Science in 2004. He authored or co-authored papers on nonlinear partial differential equations, viscosity solutions, stochastic optimal control and mathematical finance.

He is elected to the Turkish Academy of Sciences (TUBA), in December 2001, and received the TÜBITAK-TWAS Science award in 2002.^[3] He was the sole recipient of ERC Advanced Investigators Grant from Turkey in 2009.

Soner’s current research interests are nonlinear partial differential equations; asymptotic analysis of Ginzburg-Landau type systems, viscosity solutions, and mathematical finance.

He is married to Serpil. They have a son Mehmet Ali.

References