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Course Information

Course Name
Turkish Finans mühendisliği
English Financial Engineering
Course Code
ISL 532E Credit Lecture
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
Required Facilities
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