GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
APPLICATIONS ON FINANCIAL MODELLING/8700057
Course Title: APPLICATIONS ON FINANCIAL MODELLING
Credits 3 ECTS 7.5
Semester 2 Compulsory/Elective Elective
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Prof.Dr. Nükhet Doğan
 -- WEB SITE(S) OF LECTURER(S)
  http://websitem.gazi.edu.tr/site/nukhed
 -- EMAIL(S) OF LECTURER(S)
  nukhed@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Have knowledge about the workings of asset markets and the fundamental tools of asset valuation.
Formulate trading strategies based on financial technical analysis.
Apply various basic financial technical analysis techniques to identify trends and turning points.
 -- MODE OF DELIVERY
   The mode of delivery of this course is Face to face
 -- PREREQUISITES AND CO-REQUISITES
   There is no prerequisite or co-requisite for this course.
 -- RECOMMENDED OPTIONAL PROGRAMME COMPONENTS
   There is no recommended optional programme component for this course.
 --COURSE CONTENT
1. Week   Fundamental Factor Pricing Models; Capital Asset Pricing Model
2. Week   Fundamental Factor Pricing Models; Intertemporal Capital Asset Pricing Model Arbitrage Pricing Theory
3. Week   Estimating Asset Pricing Models; Time Series Asset Pricing Models
4. Week   Estimating Asset Pricing Models; Time Series Asset Pricing Models
5. Week   Estimating Asset Pricing Models; Cross-Sectional Asset Pricing Models
6. Week   Estimating Asset Pricing Models; Cross-Sectional Asset Pricing Models
7. Week   Estimating Asset Pricing Models; Fama and MacBeth Procedure
8. Week   Midterm
9. Week   Market Indicators; DOW Theory, Measuring Market Strenght and Temporal Patterns and Cycles
10. Week   Trend Analysis; Construction of Charts, Trends and Moving Average
11. Week   Pattern Analysis
12. Week   Cycles
13. Week   Elliot Wave Theory and the Fibonacci Sequence
14. Week   Technical Indicators and Oscillators
15. Week  Formations
16. Week  Final
 -- RECOMMENDED OR REQUIRED READING
   None.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
   Lecture, Question & Answer, Demonstration, Drill - Practise
 -- WORK PLACEMENT(S)
  None.
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
30
 Assignment
1
20
 Exercises
0
0
 Projects
0
0
 Practice
0
0
 Quiz
0
0
 Contribution of In-term Studies to Overall Grade  
50
 Contribution of Final Examination to Overall Grade  
50
 -- WORKLOAD
 Efficiency  Total Week Count  Weekly Duration (in hour)  Total Workload in Semester
 Theoretical Study Hours of Course Per Week
12
3
36
 Practising Hours of Course Per Week
2
3
6
 Reading
14
2
28
 Searching in Internet and Library
12
2
24
 Designing and Applying Materials
14
1
14
 Preparing Reports
12
2
24
 Preparing Presentation
12
2
24
 Presentation
1
3
3
 Mid-Term and Studying for Mid-Term
7
2
14
 Final and Studying for Final
7
2
14
 Other
0
 TOTAL WORKLOAD: 
187
 TOTAL WORKLOAD / 25: 
7.48
 ECTS: 
7.5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1Having the professional expertise and skills on theoretical and practical aspect of econometrics.X
2Having appropriate behavior of econometricsin the field of social, scientific, cultural and ethical values, applicability of gained knowledge and skills in accordance with the principle of responsibility to social and working life.X
3Having skills about selecting, using and evaluating of appropriate econometrics and statistical programming methods, based on theoretical and practical knowledge acquired in the field related to the current problems faced by.X
4Having skills to work with the team for reach fruitful results in interdisciplinary and interdisciplinary studies.X
5Having knowledge of research methods in the field of institutions and organizations planning projects, managing in order to conduct independent research.X
6Using some of the advanced level econometrics and statistical software programs.
7Having skills about information system related to the fields in working life.
8Having qualities for analytical thinking, prospecting and bring scientific solutions to problems as a researcher.X
9Having skills to comprehension, application and evaluation about terms and basic theory of operational research.
10Having the professional expertise and skills on theoretical and practical aspects of operational research.