1. SECOND CYCLE - MASTER'S DEGREE
  2. THE GRADUATE SCHOOL OF SOCIAL SCIENCES
  3. BUSINESS MANAGEMENT DEPARTMENT
  4. 2257 ACCOUNTING AND FINANCE PHD
Course Information Course Learning Outcomes Course's Contribution To Program ECTS Workload Course Details
Print

COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
MFDR 612ADVANCED FINANCIAL MATHEMATICS3 + 02nd Semester7,5

COURSE DESCRIPTION
Course Level Master's Degree
Course Type Elective
Course Objective To enable students to comprehend the mathematical theories and techniques underlying complex financial models, to develop, analyze, and apply sophisticated financial strategies and solutions, and to give the mathematical theory of derivatives and option pricing models.
Course Content The course starts with basic financial mathematics topics and includes basic proofs of mathematical equations and models.
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1He/She Learns basic information about interest, basic and general annuities, amortization and debt settlement accounts.
2He/She Gains Mastery of Complex Financial Models.
3He/She Gains Skills for Quantitative Risk Assessment.
4He/She Gains in-depth Knowledge on Option Pricing and Hedging.
5He/She Gains Knowledge on Advanced Financial Engineering and Structured Products.

COURSE'S CONTRIBUTION TO PROGRAM
Data not found.

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)513153
Total Work Load

ECTS Credit of the Course





195

7,5
COURSE DETAILS
 Select Year   


This course is not available in selected semester.


Print

L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes