| Ders Adı | Kodu | Yarıyıl | T+U Saat | Kredi | AKTS |
|---|---|---|---|---|---|
| Fınancıal Mathematıcs | UFI 505 | 0 | 3 + 0 | 3 | 7 |
| Ön Koşul Dersleri | |
| Önerilen Seçmeli Dersler | |
| Dersin Dili | Türkçe |
| Dersin Seviyesi | YUKSEK_LISANS |
| Dersin Türü | Seçmeli |
| Dersin Koordinatörü | Prof.Dr. FUAT SEKMEN |
| Dersi Verenler | |
| Dersin Yardımcıları | Resaerch Assist. Nurullah Altintas |
| Dersin Kategorisi | Diğer |
| Dersin Amacı | 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. |
| Dersin İçeriği |
| # | Ders Öğrenme Çıktıları | Öğretim Yöntemleri | Ölçme Yöntemleri |
|---|---|---|---|
| 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, |
| Hafta | Ders Konuları | Ön Hazırlık |
|---|---|---|
| 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 |
| Kaynaklar | |
|---|---|
| Ders Notu | |
| Ders Kaynakları | |
| Sıra | Program Çıktıları | Katkı Düzeyi | |||||
|---|---|---|---|---|---|---|---|
| 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 | ||||||
| Değerlendirme Sistemi | |
|---|---|
| Yarıyıl Çalışmaları | Katkı Oranı |
| 1. Ara Sınav | 60 |
| 1. Ödev | 20 |
| 2. Ödev | 20 |
| Toplam | 100 |
| 1. Yıl İçinin Başarıya | 20 |
| 1. Final | 80 |
| Toplam | 100 |
| AKTS - İş Yükü Etkinlik | Sayı | Süre (Saat) | Toplam İş Yükü (Saat) |
|---|---|---|---|
| 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 |
| Toplam İş Yükü | 175 | ||
| Toplam İş Yükü / 25 (Saat) | 7 | ||
| Dersin AKTS Kredisi | 7 | ||