Course Language:
English
Course Objectives:
It provides students with basic knowledge of stochastic processes in financial economics and the ability to analyze and use these models in solving real-life problems.
Course Content:
In this course, it is aimed to transfer advanced stochastic models used in finance to students and to apply these models. Among the topics to be covered; discrete and continuous time series models (description, application and estimation), financial data modeling with Mathematica program.
Teaching Methods:
1: Lecture, 2: Question-Answer, 3: Discussion, 4: Simulation, 5: Case Study
Assessment Methods:
Ölçme Yöntemleri: A: Sınav, B: Sunum, C: Ödev, D: Proje, E: Laboratuvar