STAT471 INTRODUCTION TO FINANCIAL ENGINEERING
| Course Code: |
2460471 |
| METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
| ECTS Credit: |
8.0 |
| Department: |
Statistics |
| Language of Instruction: |
English |
| Level of Study: |
Undergraduate |
| Course Coordinator: |
Prof.Dr. ÖZLEM ÝLK DAÐ |
| Offered Semester: |
Fall Semesters. |
| Prerequisite: |
Set 1: 2460204
|
| The course set above should be completed before taking
STAT471 INTRODUCTION TO FINANCIAL ENGINEERING . |
Course Content
This course gives insight and a comprehensive introduction to some of the most important quantitative methods and commonly used financial tools required for a thorough understanding of financial markets. Measuring the risk associated with an investment requires being aware of the properties of related statistical estimates. This course will provide these estimates and use of them in financial data along with the study of the models used for financial instruments. It intends to enable students to have access to statistical models and methods to analyze data from financial markets and arbitrage theory for pricing financial instruments and the related mathematical machinery. As a consequence, it aims the students to gain solid background information in the area of finance both for job market and research or personal use.
