GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
FINANCE MATHEMATICS/7700050
Course Title: FINANCE MATHEMATICS
Credits 3 ECTS 7.5
Semester 1 Compulsory/Elective Elective
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Assoc. Prof. Seher Nur SULKU
 -- WEB SITE(S) OF LECTURER(S)
  websitem.gazi.edu.tr/site/nursulku
 -- EMAIL(S) OF LECTURER(S)
  nursulku@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
The aim of this course is to develop students' understanding of the foundations of financial mathematics.
Our students gain the knowledge of a range of mathematicaltechniques that are required for a variety of positions in the financial sector.
Basically we emphasize the money and time value of money concepts and then we intorudce mathematical techniques in pricing variety of financial produc
 -- 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
  8700056 Risk Management at Financial Markets
 --COURSE CONTENT
1. Week  Time Value of Money: Time-Money relationship, Basic Definitions and Concepts
2. Week  Waht is interest? Relationship between inflation and nominal and real interest
3. Week  Present and Future Value of Money: Basic Interest Calculations
4. Week  Discount Rate and discount calculations
5. Week  Compound Interest Calculations
6. Week  Payment Series: Perpetuity
7. Week  Payment Series: Annuities
8. Week  Midterm
9. Week  Assesment of Financial Assets
10. Week  Treasury Bills
11. Week  Bonds: with coupon and without coupon payments
12. Week  Assesment of Stocks nad Mathmematics
13. Week  Assesmnet of Stocks under different scenario
14. Week  Applications
15. Week  Applications
16. Week  Final
 -- RECOMMENDED OR REQUIRED READING
  Financial Economics (2nd Edition); Zvi Bodie, Robert Merton, David Cleeton, 2009, Prentice Hall Series in Finance. Banka ve Finans Matematiği; Beşir Topaloğlu, Mehmet Maşuk Fidan, Beta Yayınevi, 2010.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  Lecture, Question & Answer, Demonstration, Practise
 -- WORK PLACEMENT(S)
  none
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
30
 Assignment
2
15
 Exercises
1
10
 Projects
0
0
 Practice
0
0
 Quiz
0
0
 Contribution of In-term Studies to Overall Grade  
55
 Contribution of Final Examination to Overall Grade  
45
 -- 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.X
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.