1. Eğitim Bilgi Sistemi
  2. Ekonometri Bölümü
  3. Advanced Mathematıcs (2020 - 2021)
Ders Adı Kodu Yarıyıl T+U Saat Kredi AKTS
Advanced Mathematıcs EKO 102 2 2 + 0 2 5
Ön Koşul Dersleri
Önerilen Seçmeli Dersler
Dersin Dili Türkçe
Dersin Seviyesi Lisans
Dersin Türü Zorunlu
Dersin Koordinatörü Prof.Dr. NESRİN GÜLER
Dersi Verenler Prof.Dr. NESRİN GÜLER,
Dersin Yardımcıları

Arş. Gör. Gürkan Malcıoğlu
Dersin Kategorisi Genel Eğitim
Dersin Amacı

The purpose of the quantitative analysis of financial transactions in financial mathematics to inform students about theoretical and practical aspects.
Dersin İçeriği

1) Basic mathematical tools which will be used in financial appliacations wil be defined.
2Financial issues will be modelled as a mathmatical problems.
3) Fundamental financial concepts based on mathematical methods.
4) Mathematical models are solved
5) Graphics the features of graphics used in finance are questioned by mathematical tools.
# Ders Öğrenme Çıktıları Öğretim Yöntemleri Ölçme Yöntemleri
1 to emphasize the importance of the lecture Lecture, Question-Answer, Drilland Practice, Testing, Oral Exam, Homework,
2 to gain the ability of bringing and measurement of data Drilland Practice, Question-Answer, Lecture, Homework, Oral Exam, Testing,
3 to gain the ability of forecasting Drilland Practice, Question-Answer, Lecture, Homework, Oral Exam, Testing,
4 to identify and describe the major theories of statistics, econometrics and finance Drilland Practice, Question-Answer, Lecture, Homework, Oral Exam, Testing,
5 Drilland Practice, Question-Answer, Lecture, Homework, Oral Exam, Testing,
6 Problem Solving, Drilland Practice, Question-Answer, Lecture, Homework, Testing,
7 Problem Solving, Drilland Practice, Question-Answer, Lecture, Homework, Testing,
Hafta Ders Konuları Ön Hazırlık
1 Basic Interest Relevant part of the following sources will be read.
2 Compund Interest Relevant part of the following sources will be read.
3 Discount value Relevant part of the following sources will be read.
4 Compund Discount Relevant part of the following sources will be read.
5 Annuity Relevant part of the following sources will be read.
6 Annuity Duration Relevant part of the following sources will be read.
7 Amortization of a Loan Relevant part of the following sources will be read.
8 Mortgage Relevant part of the following sources will be read.
9 Mid-term exam Relevant part of the following sources will be read.
10 Bonds; the Demetminants of Bond price Relevant part of the following sources will be read.
11 Life Insurence Relevant part of the following sources will be read.
12 indexes Relevant part of the following sources will be read.
13 Equity Markets Relevant part of the following sources will be read.
14 Government Debt Securities Relevant part of the following sources will be read.
Kaynaklar
Ders Notu

Lecture notes
Ders Kaynakları

1- Excel Uygulamalı Finans Matematiği; Turhan Korkmaz, Mehmet Pekkaya

2- Finans Matematiği; Bahadtin Rüzgar

3- Introduction to the mathematic of financial derivatives,Salih N. Neftci,Academic Press 12/2001 ISBN:0-12-515392-9
Sıra Program Çıktıları Katkı Düzeyi
1 2 3 4 5
1 X
2 X
3
4
5
6
7 X
8 X
9
10
11
12 X
Değerlendirme Sistemi
Yarıyıl Çalışmaları Katkı Oranı
1. Kısa Sınav 10
2. Kısa Sınav 10
3. Kısa Sınav 10
1. Ara Sınav 70
Toplam 100
1. Yıl İçinin Başarıya 40
1. Final 60
Toplam 100
AKTS - İş Yükü Etkinlik Sayı Süre (Saat) Toplam İş Yükü (Saat)
Quiz 3 9 27
Mid-terms 1 12 12
Final examination 1 20 20
Course Duration (Including the exam week: 16x Total course hours) 16 2 32
Hours for off-the-classroom study (Pre-study, practice) 16 2 32
Toplam İş Yükü 123
Toplam İş Yükü / 25 (Saat) 4,92
Dersin AKTS Kredisi 5