‘Fire Towers’ for Forest Fires
Prof. Dr. Celalettin Kozanoğlu and Prof. Dr. Murat Aşkar from Izmir University of Economics (IUE) have developed a ‘fire tower’ ...
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Department of Civil Engineering
IE 375 | Course Introduction and Application Information
| Course Name |
Financial Engineering
|
|
Code
|
Semester
|
Theory
(hour/week) |
Application/Lab
(hour/week) |
Local Credits
|
ECTS
|
|
IE 375
|
FALL
|
3
|
0
|
3
|
5
|
| Prerequisites | None | |||||
| Course Language | English | |||||
| Course Type | ELECTIVE_COURSE | |||||
| Course Level | First Cycle | |||||
| Mode of Delivery | Face-To-Face | |||||
| Teaching Methods and Techniques of the Course | Lecture/Presentation | |||||
| National Occupational Classification Code | - | |||||
| Course Coordinator |
|
|||||
| Course Lecturer(s) |
|
|||||
| Assistant(s) | - | |||||
| Course Objectives | The aim of this course is to teach the fundamental concepts related to engineering projects, enable economic analysis using analytical methods, and evaluate different investment options using these analysis techniques. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Learning Outcomes |
The students who succeeded in this course;
|
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| Course Description | Interest Rates, Present Value, Returns, Arbitrage and Their Uses in Pricing; Arbitrage Theorem and Applications; Geometric Brownian Motion; Option Pricing; Optimization Models in Financial Engineering; Dynamic Programming and Its Applications in Financial Engineering; Expected Utility Principle; Simulation and Variance Reduction Techniques | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Related Sustainable Development Goals |
-
|
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|
|
Core Courses |
|
| Major Area Courses |
X
|
|
| Supportive Courses |
|
|
| Media and Managment Skills Courses |
|
|
| Transferable Skill Courses |
|
WEEKLY SUBJECTS AND RELATED PREPARATION STUDIES
| Week | Subjects | Required Materials | Learning Outcome |
| 1 | Introduction, Interest Rate, and Present Value | Ross, S. M. (2011). Chp 1 | LO1 |
| 2 | Returns | Ross, S. M. (2011). Chp 2 | LO1 |
| 3 | Arbitrage and Its Applications in Pricing | Ross, S. M. (2011). Chp 3 | LO2 |
| 4 | Arbitrage Theorem | Ross, S. M. (2011). Chp 3 | LO2 |
| 5 | Arbitraj teoremi uygulamaları | Ross, S. M. (2011). Chp 3 | LO2 |
| 6 | Applications of the Arbitrage Theorem | Ross, S. M. (2011). Chp 4 | LO3 |
| 7 | Option Pricing Theory | Ross, S. M. (2011). Chp 5 | LO3 |
| 8 | Midterm exam | - | |
| 9 | Optimization Models in Financial Engineering | Ross, S. M. (2011). Chp 6 | LO4 |
| 10 | Solving Optimization Models by Dynamic Programming | Ross, S. M. (2011). Chp 6 | LO4 |
| 11 | Dynamic Programming models | Ross, S. M. (2011). Chp 6 | LO4 |
| 12 | Pricing by Expected Utility | Ross, S. M. (2011). Chp 7 | LO5 |
| 13 | Simulation and Variance Reduction | Ross, S. M. (2011). Chp 8 | LO6 |
| 14 | Simulation Analysis of Exotic Options and Final Review | Ross, S. M. (2011). Chp 9 | LO6 |
| 15 | Review | - | |
| 16 | Final Exam | - |
| Course Notes/Textbooks | Textbook An Elementary Introduction to Mathematical Finance Options and Other Topics Second ed. Sheldon Ross Cambridge University Press 2003 |
| Suggested Readings/Materials | - |
EVALUATION SYSTEM
| Semester Activities | Number | Weighting | LO1 | LO2 | LO3 | LO4 | LO5 | LO6 |
| Quizzes / Studio Critiques | 2 | 15 | X | X | X | X | ||
| Homework / Assignments | 2 | 15 | X | X | X | X | X | X |
| Midterm | 1 | 35 | X | X | X | |||
| Final Exam | 1 | 35 | X | X | X | X | X | X |
| Total | 6 | 100 |
ECTS / WORKLOAD TABLE
| Semester Activities | Number | Duration (Hours) | Workload |
|---|---|---|---|
| Participation | - | - | - |
| Theoretical Course Hours | 16 | 3 | 48 |
| Laboratory / Application Hours | - | - | - |
| Study Hours Out of Class | 14 | 2 | 28 |
| Field Work | - | - | - |
| Quizzes / Studio Critiques | 2 | 9 | 18 |
| Portfolio | - | - | - |
| Homework / Assignments | 2 | 9 | 18 |
| Presentation / Jury | - | - | - |
| Project | - | - | - |
| Seminar / Workshop | - | - | - |
| Oral Exams | - | - | - |
| Midterms | 1 | 16 | 16 |
| Final Exam | 1 | 22 | 22 |
| Total | 150 |
COURSE LEARNING OUTCOMES AND PROGRAM QUALIFICATIONS RELATIONSHIP
| # | PC Sub | Program Competencies/Outcomes | * Contribution Level | ||||
| 1 | 2 | 3 | 4 | 5 | |||
| No program competency data found. | |||||||
*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest
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