GRADUATE PROGRAM(S) OF FINANCIAL MATHEMATICS
Academic Staff
Courses
Head of Program: Prof.Dr. AYÞE SEVTAP KESTEL
Web adress: http://iam.metu.edu.tr/financial-mathematics
Courses
Head of Program: Prof.Dr. AYÞE SEVTAP KESTEL
Web adress: http://iam.metu.edu.tr/financial-mathematics
M.S. with thesis in Financial Mathematics
| Course Code | Course Name | METU Credit | Contact (h/w) | Lab (h/w) | ECTS |
| IAM500 | M.S. THESIS | 0 | 0 | 0 | 50.0 |
| IAM520 | FINANCIAL DERIVATIVES | 3 | 3 | 0 | 8.0 |
| IAM522 | STOCHASTIC CALCULUS FOR FINANCE | 3 | 3 | 0 | 8.0 |
| IAM524 | FINANCIAL ECONOMICS | 3 | 3 | 0 | 8.0 |
| IAM590 | GRADUATE SEMINAR | 0 | 0 | 2 | 10.0 |
| IAM698 | RESEARCH METHODS AND ETHICS | 0 | 0 | 0 | 10.0 |
Total minimum credit: 21
M.S. without thesis in Financial Mathematics
| Course Code | Course Name | METU Credit | Contact (h/w) | Lab (h/w) | ECTS |
| IAM520 | FINANCIAL DERIVATIVES | 3 | 3 | 0 | 8.0 |
| IAM521 | FINANCIAL MANAGEMENT | 3 | 3 | 0 | 8.0 |
| IAM522 | STOCHASTIC CALCULUS FOR FINANCE | 3 | 3 | 0 | 8.0 |
| IAM524 | FINANCIAL ECONOMICS | 3 | 3 | 0 | 8.0 |
| IAM541 | PROBABILITY THEORY | 3 | 3 | 0 | 8.0 |
| IAM589 | TERM PROJECT | 0 | 0 | 2 | 20.0 |
| IAM590 | GRADUATE SEMINAR | 0 | 0 | 2 | 10.0 |
| IAM698 | RESEARCH METHODS AND ETHICS | 0 | 0 | 0 | 10.0 |
Total minimum credit: 30
Ph.D. in Financial Mathematics
| Course Code | Course Name | METU Credit | Contact (h/w) | Lab (h/w) | ECTS |
| IAM600 | PH.D. THESIS | 0 | 0 | 0 | 130.0 |
| IAM615 | ADVANCED STOCHASTIC CALCULUS FOR FINANCE | 3 | 0 | 0 | 8.0 |
| IAM690 | GRADUATE SEMINAR FOR PH.D. STUDENTS | 0 | 0 | 2 | 10.0 |
Total minimum credit: 21
Integrated Ph.D. in Financial Mathematics
| Course Code | Course Name | METU Credit | Contact (h/w) | Lab (h/w) | ECTS |
| IAM521 | FINANCIAL MANAGEMENT | 3 | 3 | 0 | 8.0 |
| IAM522 | STOCHASTIC CALCULUS FOR FINANCE | 3 | 3 | 0 | 8.0 |
| IAM524 | FINANCIAL ECONOMICS | 3 | 3 | 0 | 8.0 |
| IAM530 | ELEMENTS OF PROBABILITY AND STATISTICS | 3 | 3 | 0 | 8.0 |
| IAM541 | PROBABILITY THEORY | 3 | 3 | 0 | 8.0 |
| IAM600 | PH.D. THESIS | 0 | 0 | 0 | 130.0 |
| IAM615 | ADVANCED STOCHASTIC CALCULUS FOR FINANCE | 3 | 0 | 0 | 8.0 |
| IAM690 | GRADUATE SEMINAR FOR PH.D. STUDENTS | 0 | 0 | 2 | 10.0 |
| IAM698 | RESEARCH METHODS AND ETHICS | 0 | 0 | 0 | 10.0 |
Total minimum credit: 42