COURSE INFORMATION PACKAGE · EC 508
Differential Markets
Compulsory · Turkish
On this page
Content Weekly Contents Assessment System ECTS
Course Instructor(s)
Bilge ÖZTÜRK GÖKTUNA
goktunabilge@gmail.com
goktunabilge@gmail.com
Content
Objective
The course provides first with a matlab tutorial to enable then students to use computational methods in asset pricing.
Course Content
The course necessitates the use of matlab, the first part of the course will be devoted to learning matlab. The second part of the course initiates option pricing preliminaries, asset price model with the appropriate computational techniques.
Course Learning Outcomes
-acquire computational skills, master matlab
-learn asset price models using computational tools
Weekly Contents
| Week | Weekly Contents |
|---|---|
| 1 | Introduction to Matlab |
| 2 | Basic concepts-Variables-Matrices, vectors and series |
| 3 | Loops-Functions |
| 4 | Input-Output |
| 5 | Graphics |
| 6 | Linear Algebra |
| 7 | Solutions-Optimisation |
| 8 | Options |
| 9 | Option valuation preliminaries |
| 10 | Random variables-Computer simulation |
| 11 | Asset price movement |
| 12 | Asset price model I |
| 13 | Asset price model II |
Assessment System
| Activities | Number | Contribution |
|---|---|---|
| Contribution of in-term studies to overall grade | 60 | 0 |
| Contribution of final exam to overall grade | 40 | 0 |
| Total | 100 | 0 |
| Activities | Number | Contribution |
|---|---|---|
| Assignments | 0 | 0 |
| Presentation | 0 | 0 |
| Midterm Examinations (including preparation) | 0 | 0 |
| Project | 0 | 0 |
| Laboratory | 0 | 0 |
| Other Applications | 0 | 0 |
| Quiz | 0 | 0 |
| Term Paper/ Project | 60 | 0 |
| Portfolio Study | 0 | 0 |
| Reports | 0 | 0 |
| Learning Diary | 0 | 0 |
| Thesis/ Project | 0 | 0 |
| Seminar | 0 | 0 |
| Other | 0 | 0 |
| Total | 60 | 0 |
ECTS
| Activities | Number | Period | Total Workload |
|---|---|---|---|
| Class Hours | 14 | 3 | 42 |
| Working Hours out of Class | 14 | 3 | 42 |
| Assignments | 2 | 12 | 24 |
| Final Examinations (including preparation) | 1 | 12 | 12 |
| Total Workload | 120 | ||
| Total Workload / 25 | 4.80 | ||
| Credits ECTS | 5 | ||