Course Information

Course Name	Turkish	Finans mühendisliği
	English	Financial Engineering
Course Code	ISL 532E	Credit	Lecture (hour/week)	Recitation (hour/week)	Laboratory (hour/week)
Semester	3	3	-	-	-
Course Language		English
Course Coordinator		Ahmet Göncü
Course Objectives		1. describe various financial markets, institutions and instruments, 2. describe financial derivatives and futures 3. teach stochastic models for modeling financial assets 3. build simulation models for pricing financial derivatives and risk quantification
Course Description		In this course, we cover fundaments of financial engineering and risk quantification utilizing python programming. Stochastic models for pricing financial derivatives are introduced for pricing and hedging. Monte Carlo simulation techniques are introduced for pricing and risk quantification problems in quantitative finance.
Course Outcomes		I. Ability to understand trading financial derivatives in financial markets II. Build pricing models for financial derivatives III. Ability to understand stochastic models for pricing financial derivatives IV. Ability to apply Monte Carlo simulation methods
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