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	2	3	3	-	-
Course Language		English
Course Coordinator		Ahmet Göncü
Course Objectives		The objective of the financial engineering course is to introduce the theory and applications of financial engineering, pricing and hedging with financial derivatives and innovative financial products.
Course Description		In this course we will analyse models in option pricing and modelling asset prices, trading and risk management. Introduce and analyse fundamental option pricing and risk management techniques.
Course Outcomes		The learning outcomes of this course is as follows 1. To be able to price fundamental types of options 2. To be able to simulate asset prices based on well-known stochastic models. 3. To be able to analyse option pricing models and simulation techniques. 4. To be able to complete computer coding in order to price options, model risk and simulate asset prices.
Pre-requisite(s)		Calculus and linear algebra
Required Facilities
Other
Textbook
Other References