Course Information

Course Name	Turkish	Finans Matematiği
	English	Financial Mathematics
Course Code	MAT 471E	Credit	Lecture (hour/week)	Recitation (hour/week)	Laboratory (hour/week)
Semester	7	3	3	-	-
Course Language		English
Course Coordinator		Ahmet Duran
Course Objectives		1. To provide derivatives 2. To provide stochastic models of asset prices
Course Description		Introduction to options and stock markets, discrete models, continuous models, stochastic processes, arbitrage pricing theory, Ito’s lemma, Girsanov’s theorem, Feynman-Kac theorem, portfolio theory, forward contracts, Black-Scholes analysis, hedging, fundamental solutions of Black Scholes partial differential equation, numerical methods, option portfolios, applications to European and American markets.
Course Outcomes
Pre-requisite(s)
Required Facilities
Other
Textbook
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