Dersin Kodu | Dersin Adı | Dersin Türü | Yıl | Yarıyıl | AKTS | BSP2072014871 | FINANCIAL MARKETS | Zorunlu | 2 | 3 | 4 |
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Dersin Seviyesi |
Ön Lisans |
Dersin Amacı |
define the financial economy.to explain the workings of the financial system. |
Dersi Veren Öğretim Görevlisi/Görevlileri |
öğretim görevlisi Hüseyin KOÇAK |
Öğrenme Çıktıları |
1 | •Demonstrate an understanding of the underlying principles of the financial economics | 2 | •Recognize, and apply theories of financial economics, evaluate under what kind of conditions and assumptions theories can be applied and if theories are consistent with the empirical observations | 3 | •Analyze behaviour of financial markets and pricing of financial instruments by applying theories of financial economics, and to report the analysis results | 4 | •Demonstrate the ability to solve problems involving understanding of the concepts. | 5 | •Contribute to the theory and research in the disciplines of economics and/or finance. |
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Öğrenim Türü |
Formal Education |
Dersin Ön Koşulu Olan Dersler |
None |
Ders İçin Önerilen Diğer Hususlar |
None |
Dersin İçeriği |
included in the definition of the financial system;more austerity austerity deficit ,financial instruments,financial intermediaries and regulatory supervisory authorities functioning. mathematical problems that are used in the financial markets. |
Haftalık Ayrıntılı Ders İçeriği |
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1 | Microeconomic Foundations of Financial Economics Decision under Uncertainty and Risk Expected Utility Theory | | | 2 | Mean-Variance Theory Prospect Theory Risk Measures of Risk Aversion | | | 3 | Mean-Variance Analysis | | | 4 | Optimal Portfolios | | | 5 | Equilibrium Prices and Allocations | | | 6 | An Economy with Uncertainty | | | 7 | Midterm | | | 8 | Binomial Model: One risky asset and two states | | | 9 | FİRST EXAM | | | 10 | The Notion and Existence of Financial Equilibrium | | | 11 | The Arbitrage and Asset Valuation First and Second Fundamental Theorem of Finance | | | 12 | Risk-Neutral Probabilities One period many assets | | | 13 | Multi-period models Multi-period models in option pricing | | | 14 | Black-Scholes (BS) model Using BS in mortgage pricing | | | 15 | An Evaluation of the Global Financial Crisis | | | 16 | FINAL | | |
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Ders Kitabı / Malzemesi / Önerilen Kaynaklar |
1. Principles of Financial Economics. Leroy S.F., Werner J., Ross S.A. , Cambridge University Press (2000) 2. Financial Economics. Eichberger J. , Harper I. R., Oxford University Press (1997) 3. Options, Futures and other Derivative Securities. Hull, J.C. , Prentice Hall (2011) eighth edition. 4. Introduction to Mathematical Finance- Discrete Time Models. Pliska S.R. Blackwell (1998) |
Planlanan Öğrenme Aktiviteleri ve Metodları |
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Değerlendirme | |
TOPLAM | 0 | |
TOPLAM | 0 | Yarıyıl (Yıl) İçi Etkinlikleri | 40 | Yarıyıl (Yıl) Sonu Etkinlikleri | 60 | TOPLAM | 100 |
| Dersin Sunulduğu Dil | Turkish | Staj Durumu | None |
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İş Yükü Hesaplaması |
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Midterm Examination | 1 | 1 | 1 |
Final Examination | 1 | 1 | 1 |
Quiz | 4 | 3 | 12 |
Attending Lectures | 12 | 2 | 24 |
Discussion | 12 | 2 | 24 |
Question-Answer | 12 | 1 | 12 |
Brain Storming | 12 | 2 | 24 |
Criticising Paper | 10 | 2 | 20 |
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Program ve Öğrenme Çıktıları İlişkisi |
ÖÇ1 | 4 | | | | | | | | | 4 | | | | | | | | ÖÇ2 | 4 | | | | | | | | | 4 | | | | | | | | ÖÇ3 | 4 | | | | | | | | | 4 | | | | | | | | ÖÇ4 | 4 | | | | | | | | | 4 | | | | | | | | ÖÇ5 | 4 | | | | | | | | | 4 | | | | | | | |
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* Katkı Düzeyi : 1 Çok düşük 2 Düşük 3 Orta 4 Yüksek 5 Çok yüksek |
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Ordu University Rectorate Building ,Cumhuriyet Campus , Center / ORDU / TURKEY • Tel: +90 452 226 52 00
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