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COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
YBS 357FINANCIAL DATA ANALYSIS3 + 07th Semester5

COURSE DESCRIPTION
Course Level Bachelor's Degree
Course Type Elective
Course Objective The contribution of this course to students is to gain analytical and comparative skills in analyzing and modeling the data via statistical and econometric softwares and practises of financial data via financial modeling.
Course Content Analytical research and econometric modeling to be able to have the instrumental position and statistical packages (SPSS, STATA, E-Views, Excel, etc.) will be introduced. Macro and micro data and analysis will be provided through the creation of financial models.
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1Knows the financial data types and their properties
2Creates the financial data set
3learn to use packet programs for modelling
4Learn the theoretical infrastructure of modelS
5Interpret the packages outputs

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10PO 11
LO 001           
LO 002           
LO 003           
LO 004           
LO 005           
Sub Total           
Contribution00000000000

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)14342
Hours for off-the-classroom study (Pre-study, practice)14342
Assignments166
Mid-terms11515
Final examination12525
Total Work Load

ECTS Credit of the Course






130

5
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2022-2023 Fall1SERKAN DURMAZ


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Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
YBS 357 FINANCIAL DATA ANALYSIS 3 + 0 1 Turkish 2022-2023 Fall
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Lecturer SERKAN DURMAZ serkand@pau.edu.tr İİBF C0012 %70
Goals The contribution of this course to students is to gain analytical and comparative skills in analyzing and modeling the data via statistical and econometric softwares and practises of financial data via financial modeling.
Content Analytical research and econometric modeling to be able to have the instrumental position and statistical packages (SPSS, STATA, E-Views, Excel, etc.) will be introduced. Macro and micro data and analysis will be provided through the creation of financial models.
Topics
WeeksTopics
1 Financial Data Types
2 Portfolio Theory: Risk and Return
3 Portfolio Theory: Risk and Return
4 Covariance and Correlation Analysis
5 Evaluation of Portfolio Performance
6 Evaluation of Portfolio Performance
7 Portfolio Optimization
8 Portfolio Optimization
9 Financial Beta Calculation
10 Introduction to Index Patterns
11 Capital Asset Pricing Model (CAPM)
12 Capital Asset Pricing Model (CAPM)
13 Arbitrage Pricing Model
14 Arbitrage Pricing Model
Materials
Materials are not specified.
Resources
Course Assessment
Assesment MethodsPercentage (%)Assesment Methods Title
Final Exam60Final Exam
Midterm Exam40Midterm Exam
L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes