Course Information

Course Name	Turkish	Finansal Matematik
	English	Financial Mathematics
Course Code	MAT 471E	Credit	Lecture (hour/week)	Recitation (hour/week)	Laboratory (hour/week)
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
Pre-requisite(s)
Required Facilities
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Textbook
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