Course Name Code Semester T+U Hours Credit ECTS
Financial Mathematics UFI 505 0 3 + 0 3 7
Precondition Courses
Recommended Optional Courses
Course Language Turkish
Course Level yuksek_lisans
Course Type Optional
Course Coordinator Prof.Dr. FUAT SEKMEN
Course Lecturers
Course Assistants Resaerch Assist. Nurullah Altintas
Course Category
Course Objective The aim of this course is to introduce mathematics in finance. For this purpose, we start basic mathmatics for economists, then we will learn how financial data are used in econometrics.
Course Content
# Course Learning Outcomes Teaching Methods Assessment Methods
1 It learns to calculate exponential and logaritmic functions. Lecture, Question-Answer, Testing, Homework,
2 It learns interest and discount calculations. Lecture, Drilland Practice, Problem Solving, Testing, Homework,
3 It learns to use econometric packaged softwares to analyse financial data Lecture, Question-Answer, Project Based Learning, Testing, Homework, Performance Task,
4 It models long-run relationships in finance. Lecture, Question-Answer, Lab / Workshop, Testing, Homework, Performance Task,
Week Course Topics Preliminary Preparation
1 Functions and Graphs İktisadi Matematik, Fuat sekmen
2 Exponential and Logaritmic Functions Matematiksel İktisatta Temel Yöntemler, Alpha C. Chiang ve Kevin Wainwright
3 Interest and Discount İktisadi Matematik, Fuat Skemen
4 Time, Money and Poliynomials Sachum´s Outlines, (Mathematics with Appliacations: Margarat L. Lial, Thomas W. Hungerford ve John P. Holcomb, Jr.
5 Annuities and Aplications Sachum´s Outlines, Mathematics with Appliacations: Margarat L. Lial, Thomas W. Hungerford ve John P. Holcomb, Jr
6 Stocks and Bonds Sachum´s Outlines, Mathematics with Appliacations: Margarat L. Lial, Thomas W. Hungerford ve John P. Holcomb, Jr
7 Selling and Insurance Sachum´s Outlines
8 Introduction to Statistics İstatistik, Yılmaz Özkan
9 Econometric Packages for Financial Data Introductory Econometrics for Finance
10 A Brief Overview of the Classical Linear Regression Model Introductory Econometrics for Finance, Chris Brooks
11 Univariate Time Series Modelling and Forecasting Introductory Econometrics for Finance, Chris Brooks
12 Multivariate Models Introductory Econometrics for Finance, Chris Brooks
13 Modelling Long-run Relationship in Finance Introductory Econometrics for Finance, Chris Brooks
14 modelling Volatility and Correlation Introductory Econometrics for Finance, Chris Brooks
Resources
Course Notes
Course Resources
Order Program Outcomes Level of Contribution
1 2 3 4 5
1 they constitute an idea in economic subjects analitically and advocacy this idea coherent and critique the ideas constituted by others
2 -They have knowledge about the microeconomic theory, financial economic and macroeconomics with numerical and graphical methods
3 They know econometric theories and have ability to solve economic problems by using these theories
4
5 They are specialists at some of theese areas:public economics, industrial economics,money and banking economics, environment and natural sources economics, labour economics, knowledge and property economics, international trade and finance economics, economic growth and development
6 they use basic computer programs helping to make economic analysis
7 they have proffecional, social and scientific etic value
Evaluation System
Semester Studies Contribution Rate
1. Ara Sınav 60
1. Ödev 20
2. Ödev 20
Total 100
1. Yıl İçinin Başarıya 20
1. Final 80
Total 100
ECTS - Workload Activity Quantity Time (Hours) Total Workload (Hours)
Course Duration (Including the exam week: 16x Total course hours) 16 6 96
Hours for off-the-classroom study (Pre-study, practice) 16 4 64
Mid-terms 1 4 4
Assignment 2 4 8
Project / Design 1 3 3
Total Workload 175
Total Workload / 25 (Hours) 7
dersAKTSKredisi 7