Course Information

Course Name	Turkish	Finansal Matematik
	English	Financial Mathematics
Course Code	MAT 420E	Credit	Lecture (hour/week)	Recitation (hour/week)	Laboratory (hour/week)
Semester	-	3	-	-	-
Course Language		English
Course Coordinator		Ahmet Duran
Course Objectives		To provide derivatives To provide Stochastic models of asset prices
Course Description		Introduction to options and markets, Stochastic models of asset prices, ITO's lemma, Black Scholes Model, Feynman-Kac theorem, arbitrage, hedging, fundamental solutions of Black Scholes equation, optimal stopping problems, applications to Asian, European and American markets, option portfolios, stochastic interest rates models, bond pricing equation and its solutions
Course Outcomes
Pre-requisite(s)
Required Facilities
Other
Textbook
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