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Program Type: 
Thesis
Course Code: 
FE 617
P: 
3
Lab: 
0
Credits: 
3
ECTS: 
10
Course Language: 
English
Course Objectives: 

The aim of this course is to introduce students to financial markets, capital markets and financial operations owned by a business.

Course Content: 

Topics to be covered in this course; Capital budgeting theory under certainty in perfect and incomplete capital markets, portfolio theory, stocks and debt instruments markets, risky asset pricing model, efficient markets, sources of funds, basic theory of capital structure and cost of capital, dividend policies of companies and financial markets and institutions. Equilibrium theory and arbitrage; Financial asset pricing, CAPM and APT; Portfolio creation, optimal portfolio; Equilibrium prices and distributions; Mean-Variance analysis; Multi-period securities markets; Elections under uncertainty; Martingale property of financial asset prices.

Teaching Methods: 
1: Lecture, 2: Question-Answer, 3: Discussion
Assessment Methods: 
A: Testing, B: Presentation C: Homework

Vertical Tabs

Course Learning Outcomes

Course Learning Outcomes Program Learning Outcomes Learning Outcomes Assessment Methods
Discusses a firm's objectives and criteria for financial decision making.   1,2,3 A,B,C
It uses discount and compound interest methods while evaluating financial projects.   1,2,3 A,B,C

Course Flow

COURSE CONTENT

 

Week

Topics

Study Material

1

Introduction

 

2

Equilibrium theory

 

3

Arbitrage

 

4

Financial asset valuation

 

5

Financial asset valuation

 

6

CAPM and APT

 

7

Portfolio formation

 

8

Optimal portfolios

 

9

Midterm

 

10

Equilibrium prices and allocations

 

11

Mean analysis of variance

 

12

Multi-period observations of security markets

 

13

Decision making under uncertainty

 

14

Ownership of Martingale security prices

 

15

Ownership of Martingale security prices

 

16

Final

 

Recommended Sources

Course Note

 Mantegna R.N. and Stanley, H.E: An Introduction to Econophysics, Cambridge University Press, 2000

Others Resources

 Voit. J: The statistical mechanics of financial markets, Springer, 2001

Assessment

ASSESSMENT

IN-TERM STUDIES

NUMBER

PERCENTAGE

Mid-Term

1

50

Project

   

Homework

1

50

Final Exam

1

100

 

Total

100

CONTRIBUTION OF FINAL EXAMINATION TO OVERALL
GRADE

 

50

CONTRIBUTION OF IN-TERM STUDIES TO OVERALL
GRADE

 

50

 

Total

100

Course’s Contribution to Program

COURSE'S CONTRIBUTION TO PROGRAMME

No

Program Learning Outcomes

Contribution

1

2

3

4

5

1

 Students can keep themselves informed and analyze the current economic development in Turkey and in the world from an international political economy perspective paying a particular attention to the interaction of the Turkish economy with the global economy.

 

 

 

 

2

Being aware of the development and accumulation of economic thought, students can master qualitative and quantitative knowledge and methods to test various economic theories that can be applied to the analysis of the current economic problems.

 

 

 

 

3

Students can use statistical and econometric analyses by learning how to use information technologies that have validity and widespread use in the field of economics.

   

 

X  

 

4

By learning how to learn in the field of economics, students can research and work individually or as a team using the Turkish and English academic resources.

 

 

   

X  

5

Being aware of the ethical values, students know the individual, social and ecological dimensions of the concept of social responsibility and can prove that they understand the active citizenship duty that falls upon them within this framework.

 

 

 

 

6

Students can clearly express, present and share their knowledge, the outcomes of their studies, their ideas and comments to people in their field or other disciplines/units using the necessary data, in national and international academic and professional environments, in Turkish or English.

 

 

  

 

 X

ECTS

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION

 
 

Activities

Quantity

Duration (Hour)

Total Workload (Hour)

 

Course Duration (Including the exam week: 15x Total
course hours/week)

16

3

48

 

Hours for off-the-classroom study (Pre-study, practice,
review/week)

16

8

128

 

Homework

0

0

0

 

Mid-term

1

30

30

 

Final

1

40

40

 

Total Work Load

 

 

246

 

Total Work Load / 25 (h)

 

 

9.84

 

ECTS Credit of the Course

 

 

10