Differential Markets(EC 508)
| Course Code | Course Name | Semester | Theory | Practice | Lab | Credit | ECTS |
|---|---|---|---|---|---|---|---|
| EC 508 | Differential Markets | 2 | 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 |
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 | 1 | 30 |
| Presentation | 0 | 0 |
| Midterm Examinations (including preparation) | 1 | 30 |
| Project | 0 | 0 |
| Laboratory | 0 | 0 |
| Other Applications | 0 | 0 |
| Quiz | 0 | 0 |
| Term Paper/ Project | 0 | 0 |
| Portfolio Study | 0 | 0 |
| Reports | 0 | 0 |
| Learning Diary | 0 | 0 |
| Thesis/ Project | 0 | 0 |
| Seminar | 0 | 0 |
| Other | 0 | 0 |
| Toplam | 2 | 60 |
| 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 | 4 | 56 |
| Assignments | 1 | 15 | 15 |
| Midterm Examinations (including preparation) | 1 | 15 | 15 |
| Final Examinations (including preparation) | 1 | 15 | 15 |
| Total Workload | 143 | ||
| Total Workload / 25 | 5,72 | ||
| Credits ECTS | 6 | ||