Welcome, Guest . Login . Türkçe
Where Am I: Ninova / Courses / Faculty of Science and Letters / MAT 471E / Course Informations

Course Information

Course Name
Turkish Finansal Matematik
English Financial Mathematics
Course Code
MAT 471E Credit Lecture
Semester 1
3 3 - -
Course Language English
Course Coordinator Ahmet Duran
Ahmet Duran
Course Objectives To provide derivatives
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
Required Facilities
Other References
Courses . Help . About
Ninova is an ITU Office of Information Technologies Product. © 2024