| Course Unit Code | Course Unit Title | Type of Course Unit | Year of Study | Semester | Number of ECTS Credits | | İSL536 | FINANCIAL MODELING | Compulsory | 1 | 2 | 5 |
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| Level of Course Unit |
| Second Cycle |
| Objectives of the Course |
| This course covers the processing of the necessary tools and drafts for the establishment of spreadsheet models that are effective in the financial decision making process. The course aims to provide basic and intermediate financial modeling skills, mainly using Excel, and is a program for people who want to understand financial modeling and develop new skills on it. |
| Name of Lecturer(s) |
| Doç.Dr.Gönül YÜCE AKINCI |
| Learning Outcomes |
| 1 | Evaluate investment projects. | | 2 | Can perform sensitivity analysis | | 3 | Can create portfolio and optimize portfolio. | | 4 | It can make securities valuation. | | 5 | Can perform univariate and multivariate regression analyzes | | 6 | Be able to perform operations related to financial mathematics. | | 7 | Can apply option pricing models. |
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| Mode of Delivery |
| Formal Education |
| Prerequisites and co-requisities |
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| Recommended Optional Programme Components |
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| Course Contents |
| The content of the course consists of excel applications, pro-forma balance sheet and income statement, leasing and purchasing decisions, firm valuation, bond investments, investment decisions, sensitivity analysis, portfolio creation, option pricing models, simulation, risk management and value-at-risk calculations. |
| Weekly Detailed Course Contents |
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| 1 | Excel applications | | | | 2 | Modeling of financial statements | | | | 3 | Modeling of financial statements | | | | 4 | Financial analysis of leasing transactions | | | | 5 | Interest rate instruments | | | | 6 | Basic statistics and matrix calculations | | | | 7 | Firm valuation | | | | 8 | Midterm | | | | 9 | investment decisions | | | | 10 | Sensitivity analysis | | | | 11 | Evaluation of derivative products and option pricing models | | | | 12 | Portfolio modeling | | | | 13 | Portfolio creation and determination of optimal portfolios with Markowitz mean variance model | | | | 14 | Value at Risk (VAR) calculations and simulation techniques | | | | 15 | Bond valuation and modeling of the yield curve | | | | 16 | Final examination | | |
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| Recommended or Required Reading |
| 1. Turhan Korkmaz ve Mehmet Pekkaya, Excel Uygulamalı Finans Matematiği, 3. Baskı, Ekin Kitabevi, Bursa, 2012
2. Turhan Korkmaz, Finansal Modelleme Ders Notları, Mersin Üniversitesi, 2012. - Simon Benninga, Financial Modeling, 4th Edition, MIT Press, 2014. |
| Planned Learning Activities and Teaching Methods |
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| Assessment Methods and Criteria | |
| SUM | 0 | |
| SUM | 0 | | Yarıyıl (Yıl) İçi Etkinlikleri | 40 | | Yarıyıl (Yıl) Sonu Etkinlikleri | 60 | | SUM | 100 |
| | Language of Instruction | | Turkish | | Work Placement(s) | |
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| Workload Calculation |
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| Midterm Examination | 1 | 1 | 1 |
| Final Examination | 1 | 1 | 1 |
| Attending Lectures | 14 | 3 | 42 |
| Writing Paper | 1 | 30 | 30 |
| Individual Study for Mid term Examination | 2 | 20 | 40 |
| Individual Study for Final Examination | 1 | 22 | 22 |
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| Contribution of Learning Outcomes to Programme Outcomes |
| LO1 | 5 | 4 | 5 | 5 | 5 | 5 | | LO2 | 5 | 4 | 5 | 5 | 4 | 5 | | LO3 | 5 | 5 | 4 | 5 | 4 | 5 | | LO4 | 3 | 5 | 4 | 4 | 4 | 5 | | LO5 | 4 | 4 | 4 | 4 | 4 | 5 | | LO6 | 4 | 4 | 5 | 5 | 4 | 5 | | LO7 | 5 | 5 | 5 | 5 | 4 | 5 |
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| * Contribution Level : 1 Very low 2 Low 3 Medium 4 High 5 Very High |
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Ordu University Rectorate Building ,Cumhuriyet Campus , Center / ORDU / TURKEY • Tel: +90 452 226 52 00
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