Academic Catalog

GRADUATE PROGRAM(S) OF 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
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
IAM526 TIME SERIES APPLIED TO FINANCE 3 3 0 8.0
IAM530 ELEMENTS OF PROBABILITY AND STATISTICS 3 3 0 8.0
IAM541 PROBABILITY THEORY 3 3 0 8.0
IAM590 GRADUATE SEMINAR 0 0 2 10.0
IAM803 SPECIAL STUDIES 0 4 0 10.0
IAM809 SPECIAL STUDIES 0 4 2 10.0
IAM810 SPECIAL STUDIES 0 4 2 10.0
IAM813 SPECIAL STUDIES 0 4 2 10.0
IAM816 SPECIAL STUDIES 0 4 2 10.0
1 elective course(s) approved by the Department of Financial Mathematics.
Total minimum credit: 24

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
IAM526 TIME SERIES APPLIED TO FINANCE 3 3 0 8.0
IAM530 ELEMENTS OF PROBABILITY AND STATISTICS 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
3 elective course(s) approved by the Department of Financial Mathematics.
Total minimum credit: 30

Ph.D. in Financial Mathematics

Course Code Course Name METU Credit Contact (h/w) Lab (h/w) ECTS
BA5814 INVESTMENT MANAGEMENT 3 3 0 8.0
IAM600 PH.D. THESIS 0 0 0 130.0
IAM614 METHODS OF COMPUTATIONAL FINANCE 3 0 0 8.0
IAM615 ADVANCED STOCHASTIC CALCULUS FOR FINANCE 3 0 0 8.0
IAM901 ADVANCED STUDIES 0 4 0 70.0
IAM902 ADVANCED STUDIES 0 4 0 70.0
IAM903 ADVANCED STUDIES 0 4 0 70.0
IAM906 ADVANCED STUDIES 0 4 0 70.0
IAM908 ADVANCED STUDIES 0 4 0 70.0
IAM909 ADVANCED STUDIES 0 4 0 70.0
IAM910 ADVANCED STUDIES 0 4 0 70.0
IAM912 ADVANCED STUDIES 0 4 2 70.0
IAM913 ADVANCED STUDIES 0 4 2 70.0
4 elective course(s) approved by the Department of Financial Mathematics.
Total minimum credit: 21

Integrated Ph.D. 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
IAM526 TIME SERIES APPLIED TO FINANCE 3 3 0 8.0
IAM530 ELEMENTS OF PROBABILITY AND STATISTICS 3 3 0 8.0
IAM541 PROBABILITY THEORY 3 3 0 8.0
IAM590 GRADUATE SEMINAR 0 0 2 10.0
IAM600 PH.D. THESIS 0 0 0 130.0
IAM910 ADVANCED STUDIES 0 4 0 70.0
7 elective course(s) approved by the Department of Financial Mathematics.
Total minimum credit: 48