| Academic Unit: |
Industrial Engineering |
| Mode of Delivery: |
Face to face |
| Prerequisites: |
No |
| Language of Instruction: |
English |
| Level of Course Unit: |
Undergraduate |
| Course Coordinator: |
- - |
| Course Objectives: |
This course informs undergraduate students about the mathematical foundations of finance theory. The course requires students to have an introductory level of knowledge of finance and optimization concepts. The course aims to solve numerical and computational finance problems using financial engineering tools. |
| Course Contents: |
Financial Modeling, Portfolio Optimization, Time Series Modeling, Portfolio Backtesting, Computational Finance, Financial Econometrics |
| Learning Outcomes of the Course Unit (LO): |
- 1- To be able to apply mathematical modeling and optimization to financial problems
- 2- Ability to understand financial system mechanism
- 3- Ability to apply computational finance tools that are required to solve a financial engineering problem
- 4- Ability to apply programming and AI tools to empirical finance area
|
| Planned Learning Activities and Teaching Methods: |
Lecture Slides, Face-to-Face and Lab Activities |
At Kadir Has University, a Semester is 14 weeks; The weeks 15 and 16 are reserved for final exams.
THE RELATIONSHIP BETWEEN COURSE LEARNING OUTCOMES (LO) AND PROGRAM QUALIFICATIONS (PQ)
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PQ1 |
PQ2 |
PQ3 |
PQ4 |
PQ5 |
PQ6 |
PQ7 |
PQ8 |
PQ9 |
| LO1 |
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| LO2 |
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| LO3 |
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| LO4 |
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Contribution: 1 Low, 2 Average, 3 High