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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
Other References
 
 
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