11111

COURSE INTRODUCTION AND APPLICATION INFORMATION


finans.ss.ieu.edu.tr

Course Name
Code
Semester
Theory
(hour/week)
Application/Lab
(hour/week)
Local Credits
ECTS
Spring
Prerequisites
None
Course Language
Course Type
Required
Course Level
-
Mode of Delivery -
Teaching Methods and Techniques of the Course
Course Coordinator
Course Lecturer(s) -
Assistant(s) -
Course Objectives
Learning Outcomes The students who succeeded in this course;
  • will be able to formulate problems into quantitative models.
  • will be able to demonstrate competency in numeric skills.
  • will be able to apply statistical methods to analyse past data and infer future trends.
  • will be able to derive outcomes.
  • will be able to analyse and interpret output from mathematical and statistical models.
  • will be able to select appropriate mathematical and statistical techniques for application to problems in the contexts of finance and investment.
Course Description

 



Course Category

Core Courses
X
Major Area Courses
Supportive Courses
Media and Managment Skills Courses
Transferable Skill Courses

 

WEEKLY SUBJECTS AND RELATED PREPARATION STUDIES

Week Subjects Required Materials
1 Introduction and Overview: The Importance of Mathematics in Finance
2 A Review of Elementary Mathematics: Functions and Operations John L. Teall and Iftekhar Hasan, “Quantitative Methods for Finance and Investments, 2002: 723
3 Cont:. A Review of Elementary Mathematics: Functions and Operations John L. Teall and Iftekhar Hasan, “Quantitative Methods for Finance and Investments, 2002: 723
4 A Review of Elementary Mathematics: Algebra and Solving Equations John L. Teall and Iftekhar Hasan, “Quantitative Methods for Finance and Investments, 2002: 2548
5 The Time Value of Money John L. Teall and Iftekhar Hasan, “Quantitative Methods for Finance and Investments, 2002: 2548
6 Optimization (Unconstrained and Constrained Optimization) Alpha C., Chiang, Fundamental methods of mathematical economics, 2003: 7598
7 A Review of Statistics Alpha C., Chiang, Fundamental methods of mathematical economics, 2003: 4585
8 Return, Risk and Covariance John L. Teall and Iftekhar Hasan, “Quantitative Methods for Finance and Investments, 2002: 7999
9 Midterm
10 Elementary Portfolio Mathematics John L. Teall and Iftekhar Hasan, “Quantitative Methods for Finance and Investments, 2002: 103113
11 Cont: Elementary Portfolio Mathematics John L. Teall and Iftekhar Hasan, “Quantitative Methods for Finance and Investments, 2002: 103113
12 Elements of Matrix Mathematics John L. Teall and Iftekhar Hasan, “Quantitative Methods for Finance and Investments, 2002: 115142
13 Elements of Matrix Mathematics John L. Teall and Iftekhar Hasan, “Quantitative Methods for Finance and Investments, 2002: 115142
14 Differential Calculus John L. Teall and Iftekhar Hasan, “Quantitative Methods for Finance and Investments, 2002: 145178
15 Integral Calculus John L. Teall and Iftekhar Hasan, “Quantitative Methods for Finance and Investments, 2002: 180199
16 Review of the Semester  
Course Notes/Textbooks Yukarıda belirtilen kitap bölümleri, ders notları
Suggested Readings/Materials James H. Stock and Mark W. Watson, Introduction to Econometrics, Pearson Education, 2003.Marek, Capiński, Mathematics for finance: an introduction to financial engineering, Springer, 2003.Alpha C., Chiang, Fundamental methods of mathematical economics, Auckland : McGrawHill, 1983, 3rd edition.

 

EVALUATION SYSTEM

Semester Activities Number Weigthing
Participation
1
10
Laboratory / Application
Field Work
Quizzes / Studio Critiques
Portfolio
Homework / Assignments
Presentation / Jury
Project
2
20
Seminar / Workshop
Oral Exam
Midterm
1
30
Final Exam
1
40
Total

Weighting of Semester Activities on the Final Grade
60
Weighting of End-of-Semester Activities on the Final Grade
40
Total

ECTS / WORKLOAD TABLE

Semester Activities Number Duration (Hours) Workload
Course Hours
(Including exam week: 16 x total hours)
16
3
48
Laboratory / Application Hours
(Including exam week: 16 x total hours)
16
Study Hours Out of Class
16
5
Field Work
Quizzes / Studio Critiques
Portfolio
Homework / Assignments
Presentation / Jury
Project
2
20
Seminar / Workshop
Oral Exam
Midterms
1
27
Final Exams
1
30
    Total
225

 

COURSE LEARNING OUTCOMES AND PROGRAM QUALIFICATIONS RELATIONSHIP

#
Program Competencies/Outcomes
* Contribution Level
1
2
3
4
5
1 Developing scientific expertise and capabilities in the field of finance through using creative and critical thinking and research skills; innovatively contribute to the discipline by new ideas and definitions based on the graduate level qualifications. X
2 Comprehending the interaction across various disciplines related to the field of finance, reaching at original conclusions by using new and complex analysis, synthesis and evaluation skills. X
3

Developing and championing new approaches to contribute the field of finance through apprehending the research methods.

X
4

Contributing to the science of finance through developing new methods or implementing an existing method to a different field through investigating, comprehending, designing original topics.

X
5

Conducting independent research, analyzing scientific phenomenon through broad, deep and critical perspective, arriving at new syntheses and evaluations in the discipline of finance.

X
6 Publishing scientific articles in reputable refereed national and international journals, presenting papers in scientific conferences in the field of finance and its sub-disciplines. X
7 Following, attending and organizing national and international events such as conferences, seminars and panels to keep up with developments and create new solutions to the problems in the field of finance. X
8 Following pioneering and innovative theories and methods in the field of finance and implementing them in analysis and research. X
9 Developing creative solutions to the social, scientific and ethical issues within the scope of finance and business life and extending values that supports these solutions. X
10

Being able to use English fluently for both comprehending and publishing scientific publications and developing proper communication.

*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest

 

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