11111

COURSE INTRODUCTION AND APPLICATION INFORMATION


se.cs.ieu.edu.tr

Course Name
Code
Semester
Theory
(hour/week)
Application/Lab
(hour/week)
Local Credits
ECTS
Fall/Spring
Prerequisites
None
Course Language
Course Type
Elective
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 familiarize with the concepts underlying the economic analysis of engineering projects
  • Will be able to develop related mathematical derivations needed in the analysis
Course Description

 



Course Category

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

 

WEEKLY SUBJECTS AND RELATED PREPARATION STUDIES

Week Subjects Required Materials
1 Introduction, Interest Rates and Present Value An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003 Ch1
2 Rate of Returns An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003 Ch2
3 Arbitrage and its use in Pricing An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003 Ch3
4 The Arbitrage Theorem An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003 Ch3
5 Applications of the Arbitrage Theorem An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003 Ch3
6 Review and Midterm Exam
7 Geometric Brownian Motion An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003 Ch4
8 Option Pricing Theory An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003 Ch5
9 Optimization Models in Financial Engineering An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003 Ch6
10 Solving Optimization Models by Dynamic Programming An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003 Ch6
11 Dynamic Programming models An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003 Ch6
12 Pricing by Expected Utility An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003 Ch7
13 Simulation and Variance Reduction An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003 Ch8
14 Simulation Analysis of Exotic Options and Final Review An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003 Ch8
15 General review and evaluation
16 Review of the Semester  
Course Notes/Textbooks Textbook: An Elementary Introduction to Mathematical Finance: Options and Other Topics, Second ed., Sheldon Ross, Cambridge University Press, 2003
Suggested Readings/Materials

 

EVALUATION SYSTEM

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

Weighting of Semester Activities on the Final Grade
28
60
Weighting of End-of-Semester Activities on the Final Grade
1
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
15
2
Field Work
Quizzes / Studio Critiques
Portfolio
Homework / Assignments
10
1
Presentation / Jury
1
3
Project
Seminar / Workshop
Oral Exam
Midterms
1
10
Final Exams
1
20
    Total
121

 

COURSE LEARNING OUTCOMES AND PROGRAM QUALIFICATIONS RELATIONSHIP

#
Program Competencies/Outcomes
* Contribution Level
1
2
3
4
5
1 Be able to define problems in real life by identifying functional and nonfunctional requirements that the software is to execute
2 Be able to design and analyze software at component, subsystem, and software architecture level
3 Be able to develop software by coding, verifying, doing unit testing and debugging
4 Be able to verify software by testing its behaviour, execution conditions, and expected results
5 Be able to maintain software due to working environment changes, new user demands and the emergence of software errors that occur during operation
6 Be able to monitor and control changes in the software, the integration of software with other software systems, and plan to release software versions systematically
7 To have knowledge in the area of software requirements understanding, process planning, output specification, resource planning, risk management and quality planning
8 Be able to identify, evaluate, measure and manage changes in software development by applying software engineering processes
9 Be able to use various tools and methods to do the software requirements, design, development, testing and maintenance
10 To have knowledge of basic quality metrics, software life cycle processes, software quality, quality model characteristics, and be able to use them to develop, verify and test software
11 To have knowledge in other disciplines that have common boundaries with software engineering such as computer engineering, management, mathematics, project management, quality management, software ergonomics and systems engineering X
12 Be able to grasp software engineering culture and concept of ethics, and have the basic information of applying them in the software engineering
13

Be able to use a foreign language to follow related field publications and communicate with colleagues

X

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

 

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