Academic Catalog

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:
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.