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Course Unit Title Course Unit Code Type of Course Unit Level of Course Unit Year of Study Semester ECTS Credits
Comparative Economic Policies IKT128 Elective Doctorate degree 1 Spring 6

Name of Lecturer(s)

Associate Prof. Dr. Erhan ORUÇ

Learning Outcomes of the Course Unit

1) learn advanced financial economic theories
2) capability of application theories that can learn durişing lectures
3) compound interest and discount be able to applied in financial projects

Program Competencies-Learning Outcomes Relation

  Program Competencies
1 2 3
Learning Outcomes
1 High High High
2 High High High
3 High High High

Mode of Delivery

Face to Face

Prerequisites and Co-Requisites

None

Recommended Optional Programme Components

financail aeconomics

Course Contents

Equilibrium theory and arbitrage; Financial asset valuation, CAPM and APT; Portfolio creation, optimal portfolios; Equilibrium prices and allocations; Mean-variance analysis; Multi-period observations of security markets; Decision making under uncertainty; Martingale property of security prices.

Weekly Schedule

1) Introduction
2) Equilibrium theory
3) arbitrage
4) Financial asset valuation 1
5) Financial asset valuation2
6) CAPM and APT
7) Portfolio creation
8) Mid term exam
9) Optimal portfolio
10) Equilibrium Price
11) Mean-variance analysis
12) Multi-period observations of security markets
13) Decision making under uncertainty
14) Martingale property of security prices 1
15) Martingale property of security prices 2
16) final exam

Recommended or Required Reading

Planned Learning Activities and Teaching Methods

1) Lecture
2) Question-Answer


Assessment Methods and Criteria

Contribution of Midterm Examination to Course Grade

40%

Contribution of Final Examination to Course Grade

60%

Total

100%

Language of Instruction

Turkish

Work Placement(s)

Not Required