Course Information

Course Name	Turkish	Hesaplamalı Finans
	English	Computational Finance
Course Code	MAT 472E	Credit	Lecture (hour/week)	Recitation (hour/week)	Laboratory (hour/week)
Semester	8	3	3	-	-
Course Language		English
Course Coordinator		Ahmet Duran Ahmet Duran
Course Objectives		1. To provide various computational methods in mathematical finance 2. To provide their applications and assessment in practice 3. To get comfortable using a computer language for implementation
Course Description		This is an introductory course for basic computational methods and theorems to solve various problems in mathematical finance. Implementation of basic stochastic processes, Monte-Carlo simulation to approximate European, American and Asian option prices, variance reduction techniques, and computational application of Black-Scholes model are covered. A significant part of the coursework requires programming in a high-level language.
Course Outcomes
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