Academic Catalog

IAM747 QUANTITATIVE FINANCE I

Course Code: 9700747
METU Credit (Theoretical-Laboratory hours/week): 3(3-0)
ECTS Credit: 8.0
Department: Institute Of Applied Mathematics
Language of Instruction: English
Level of Study: Graduate
Course Coordinator:
Offered Semester: Fall or Spring Semesters.

Course Content

Pricing financial instruments, algorithms and programming. Econometric estimation of the stochastic processes.