Non-Thesıs Master Program ın Fınancıal Economıcs

Differential Markets(EC 508)

Course Code Course Name Semester Theory Practice Lab Credit ECTS
EC 508 Differential Markets 1 3 0 0 3 6
Prerequisites
Admission Requirements
Language of Instruction Turkish
Course Type Compulsory
Course Level Masters Degree
Course Instructor(s) Bilge ÖZTÜRK GÖKTUNA goktunabilge@gmail.com (Email)
Assistant
Objective The course provides first with a matlab tutorial to enable then students to use computational methods in asset pricing.
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
Teaching and Learning Methods
References
Print the course contents
Theory Topics
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
Practice Topics
Week Weekly Contents
Contribution to Overall Grade
  Number Contribution
Contribution of in-term studies to overall grade 60 0
Contribution of final exam to overall grade 40 0
Toplam 100 0
In-Term Studies
  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
Toplam 60 0
No Program Learning Outcomes Contribution
1 2 3 4 5
Activities Number Period Total Workload
Class Hours 14 3 42
Working Hours out of Class 14 3 42
Assignments 2 12 24
Presentation 0 0 0
Midterm Examinations (including preparation) 0 0 0
Project 0 0 0
Laboratory 0 0 0
Other Applications 0 0 0
Final Examinations (including preparation) 1 12 12
Quiz 0 0 0
Term Paper/ Project 0 0 0
Portfolio Study 0 0 0
Reports 0 0 0
Learning Diary 0 0 0
Thesis/ Project 0 0 0
Seminar 0 0 0
Other 0 0 0
Total Workload 120
Total Workload / 25 4,80
Credits ECTS 5
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