GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
FINANCIAL MATHEMATICS/1910005
Course Title: FINANCIAL MATHEMATICS
Credits 3 ECTS 7.5
Semester 1 Compulsory/Elective Elective
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Asst. Prof. Sıddık ARSLAN
 -- WEB SITE(S) OF LECTURER(S)
  http://websitem.gazi.edu.tr/site/sarslan
 -- EMAIL(S) OF LECTURER(S)
  sarslan@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
To be able to understand and apply basic principle of mathematics of finance
To understand discrete time models
To understand variable and stochastic interest rates
To performs calculations of rsiky and risk-free asset risk and return
 -- 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  A Simple Market Model
2. Week  Risk-Free Assets
3. Week  Risk-Free Assets
4. Week  Risky Assets
5. Week  Risky Assets
6. Week  Discrete Time Market Models
7. Week  Discrete Time Market Models
8. Week  Portfolio Management
9. Week  Portfolio Management
10. Week  Midterm Exam
11. Week  Forward and Futures Contracts
12. Week  Forward and Futures Contracts
13. Week  Options: General Properties
14. Week  Option Pricing
15. Week  Financial Engineering
16. Week  Variable Interest Rates
 -- RECOMMENDED OR REQUIRED READING
  Mathematics for Finance An Introduction to Financial Engineering Marek Capinski Tomasz Zastawniak Springer-Verlag
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
   Lecture, Question & Answer, Demonstration, Drill - Practise
 -- WORK PLACEMENT(S)
  There is no real life – practices and applications.
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
40
 Assignment
0
0
 Exercises
0
0
 Projects
0
0
 Practice
0
0
 Quiz
0
0
 Contribution of In-term Studies to Overall Grade  
40
 Contribution of Final Examination to Overall Grade  
60
 -- WORKLOAD
 Efficiency  Total Week Count  Weekly Duration (in hour)  Total Workload in Semester
 Theoretical Study Hours of Course Per Week
14
3
42
 Practising Hours of Course Per Week
7
3
21
 Reading
7
5
35
 Searching in Internet and Library
6
4
24
 Designing and Applying Materials
2
3
6
 Preparing Reports
3
4
12
 Preparing Presentation
2
4
8
 Presentation
1
4
4
 Mid-Term and Studying for Mid-Term
1
5
5
 Final and Studying for Final
1
5
5
 Other
3
5
15
 TOTAL WORKLOAD: 
177
 TOTAL WORKLOAD / 25: 
7.08
 ECTS: 
7.5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1Students are able to find jobs in fields which require expertise in the real sector and financial sector.X
2Students will be able to participate actively in the management of organizations and apply theoretical information to business life.X
3Students will be innovative and equipped with information from different disciplines; in addition, they will have high self-confidence.X
4Students will be able to observe and analyse general economic indicators and national and international developments in the financial sector and comment on them by preparing financial statements.X
5Students will be able to think analytically.X
6Students will be able to communicate efficiently in written and spoken Turkish; they will know at least one foreign language.X
7Students will be able to identify the development of financial products in the banking industry and offer innovations.X
8Students will have information on banking legislation and be able to comment on it.X
9Students will be able to observe and measure banking risks as well as identify efficient protection methods.X
10Students will be able to analyse and comment on the legal and structural aspects of public finance and social security systems.X