| Course Unit Title | Course Unit Code | Type of Course Unit | Level of Course Unit | Year of Study | Semester | ECTS Credits |
|---|---|---|---|---|---|---|
| Financial Mathematics | FIZ317 | Elective | Bachelor's degree | 3 | Fall | 4 |
Name of Lecturer(s)
Associate Prof. Dr. Oktay CEBECİOĞLU
Associate Prof. Dr. Jale YILMAZKAYA SÜNGÜ
Learning Outcomes of the Course Unit
1) Students will learn basic mathematical finance subjects.
Program Competencies-Learning Outcomes Relation
| Program Competencies | ||||||||||||||
| 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | ||
| Learning Outcomes | ||||||||||||||
| 1 | Low | Low | Low | Low | Low | Low | Low | Low | Low | Low | Low | Low | Low | |
Mode of Delivery
Face to Face
Prerequisites and Co-Requisites
None
Recommended Optional Programme Components
Mathematics
Course Contents
Interest rates. Discounted cash flows. Assessment of projects. Analysis of loan schedules. Consumer credit. Fixed interest and equity securities. Continuously payable cash flows. Indexation of payments. Stochastic interest rate models. Term structure of interest rates. Forward contracts.
Weekly Schedule
1) Interest rates2) cash flows are trivia
3) Evaluation of the projects.
4) Analysis of the debt list.
5) Consumer credit.
6) A fixed interest rate and equity
7) The securities
8) Continuous cash flows payable
9) Indicator of payments
10) Mid-term exam
11) Stochastic interest rate models
12) Changes in interest rates
13) Forward contracts
14) Forward contracts
15) student presentations
16) Final exam
Recommended or Required Reading
Planned Learning Activities and Teaching Methods
1) Lecture
2) Discussion
3) Drill and Practice
4) Modelling
5) Project Based Learning
Assessment Methods and Criteria
Contribution of Semester Studies to Course Grade |
40% |
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Contribution of Final Examination to Course Grade |
60% |
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Total | 100% | |||||||||||||||||
Language of Instruction
Turkish
Work Placement(s)
Not Required