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Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS IFN 5102 FINANCIAL ENGINEERING ELECTIVE 3 0 0 4

Offered By

Master of Finance

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

PROFESSOR DOCTOR GÖKTUĞ CENK AKKAYA

Offered to

Master of Finance

Course Objective

To investigate pricing process of structured financial derivatives

Learning Outcomes of the Course Unit

1   Calculation option contract pricing 2   Summarizies structured financial financial derivatives 3   Classifies market efficiency 4   Classifies exotic derivatives 5   Basics of new derivatives

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description 1 Financial Engineering Concepts Brownian Movement 2 Derivatives Pricing Methods Student Presantations 3 Black Scholes Pricing Models Conclusion 4 Measuring sensivitiy of Option Contracts 5 Option Strategies 6 Simulation at Financial Engineering 7 Monte Carlo Simulation at Financial Engineering 8 Real Option Analysis 9 Artificial Neural Networks at Financial Engineering 10 Data Ninig at Financial Engineering

Recomended or Required Reading

Principles of Financial Engineering Salih Neftçi 2004

Planned Learning Activities and Teaching Methods

face to face

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA 1 MTE MIDTERM EXAM 2 STT TERM WORK (SEMESTER) 3 FIN FINAL EXAM 4 FCG FINAL COURSE GRADE MTE * 0.20 + STT* 0.40 + FIN* 0.40 5 RST RESIT 6 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.20 + STT * 0.40 + RST* 0.40

Further Notes About Assessment Methods

None

Assessment Criteria

To be announced.

Language of Instruction

Turkish

Course Policies and Rules

To be announced.

Contact Details for the Lecturer(s)

cenk.akkaya@deu.edu.tr

Office Hours

Monday 16:00

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours) Lectures 14 3 42 Preparing assignments 1 10 10 Preparation before-after PBL/lectures 14 2 28 Midterm 1 5 5 Final 1 7 7 TOTAL WORKLOAD (hours) 92

Contribution of Learning Outcomes to Programme Outcomes

PO/LO PO.1 PO.2 PO.3 PO.4 PO.5 PO.6 PO.7 PO.8 PO.9 PO.10 PO.11 PO.12 PO.13 LO.1 1 LO.2 1 LO.3 1 LO.4 1 LO.5 1