GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
FINANCIAL STATISTICS/5571303
Course Title: FINANCIAL STATISTICS
Credits 3 ECTS 7.5
Course Semester 1 Type of The Course Elective
COURSE INFORMATION
 -- (CATALOG CONTENT)
 -- (TEXTBOOK)
 -- (SUPPLEMENTARY TEXTBOOK)
 -- (PREREQUISITES AND CO-REQUISITES)
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- COURSE OBJECTIVES
 -- COURSE LEARNING OUTCOMES
Student learns the applications of statistics in finance.
Student recognizes ways to find the statistical solutions to the financial problems.
Student knows the distributions used in finance.
Student learns how to use statistics to model financial data and estimate the risk.
 -- MODE OF DELIVERY
  The mode of delivery of this course is Face to face
 --WEEKLY SCHEDULE
1. Week  Simple and compound interest calculations , present value arithmetic
2. Week  definition of return and risk, measuring return and risk
3. Week  Probability distributions of financial data
4. Week  Financial applications of stable distributions
5. Week  The basic concepts of financial markets and stock markets
6. Week  Introduction to Portfolio Theory
7. Week  Portfolio Optimization Models: Markowitz Model,
8. Week   MAD Model, Mid-term
9. Week  Regression aproach t the portfolio selection problem: Single Index and Multi Index Models
10. Week  Capital Asset Pricing Model
11. Week  Arbitrage Pricing Model
12. Week  Measuring Portfolio Performance
13. Week  Measuring Portfolio Performance
14. Week  Presentation of the projects
15. Week  Final exam
16. Week  -
 -- TEACHING and LEARNING METHODS
 -- ASSESSMENT CRITERIA
 
Quantity
Total Weighting (%)
 Midterm Exams
1
30
 Assignment
3
10
 Application
0
0
 Projects
1
20
 Practice
0
0
 Quiz
0
0
 Percent of In-term Studies  
60
 Percentage of Final Exam to Total Score  
40
 -- WORKLOAD
 Activity  Total Number of Weeks  Duration (weekly hour)  Total Period Work Load
 Weekly Theoretical Course Hours
14
3
42
 Weekly Tutorial Hours
0
0
0
 Reading Tasks
12
3
36
 Searching in Internet and Library
10
3
30
 Material Design and Implementation
7
3
21
 Report Preparing
3
3
9
 Preparing a Presentation
3
3
9
 Presentation
3
3
9
 Midterm Exam and Preperation for Midterm Exam
3
3
9
 Final Exam and Preperation for Final Exam
3
3
9
 Other (should be emphasized)
1
3
3
 TOTAL WORKLOAD: 
177
 TOTAL WORKLOAD / 25: 
7.08
 Course Credit (ECTS): 
7.5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
11. Based on the capabilities of undergraduate level, the students enrolled to the program can develop and deepen their knowledge and skill at the level of expertise on the same field of the undergradute study or a different field.X
22. The students use their theoretical and practical knowledge at the level of expertise in the area of statistics.X
33. The students should evaluate their acquired knowledge and skills in a critical perspective and the critical point of view guides their learning process.X
44. Theoretical and practical knowledge gained in graduate level in the field of Statistics should be applied and transfer to the current problems.X
55. By performing the process from the identification of the scientific research problem to reporting and the process should be transferred in oral, written and visual ways.X
66. The students should use computer software and information technologies on the level required by the field of Statistics.X
77. The students should have the ability to use Statistics in interdisciplinary studies.X
88. The students should have enough foreign language level to pursue statistical literature.X
99. At the required level of field of statistics, he/she should use statistical software and information technology efficiently in a such a way that helps solving problems in his/her research.X
1010. In the process of applying knowledge in a professional sense, social, scientific, and ethical values should be regarded.X
 -- NAME OF LECTURER(S)
   (Assist.Prof. Filiz kARDİYEN)
 -- WEB SITE(S) OF LECTURER(S)
   (http://websitem.gazi.edu.tr/site/fyuva)
 -- EMAIL(S) OF LECTURER(S)
   (fyuva@gazi.edu.tr)