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Program Type: 
Thesis
Non Thesis
Course Code: 
FE 507
P: 
3
Lab: 
0
Credits: 
3
ECTS: 
10
Course Language: 
English
Course Content: 

Financial instruments: money markets, bonds, the spot curve, stocks, future markets, options; Arbitrage: static arbitrage, intertemporal arbitrage; Exchanging risk; Portfolio choice; Equilibrium on the stock exchange; Trade and information; Intertemporal valuation. Main issues on static and dynamic optimization, stochastic analysis, statistical expectations and their financial applications.

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