| Week |
Subject |
Related Preparation |
| 1) |
Introduction & Understanding the concepts in finance and economics |
|
| 2) |
Dynamics of the markets |
|
| 3) |
Introduction to Financial Modelling in R |
|
| 4) |
Data search in Bloomberg, Retrieve data to R. |
|
| 5) |
Stock Market Valuation, Prediction in Stock Returns and role of the anamolies |
|
| 6) |
Risk Premium and Volatility, Measuring the country risk, Financial Market Volatility, Equity Premium Puzzles, Conditional Variance Models and Risk Premium |
|
| 7) |
Risk Premium and Volatility, Measuring the country risk, Financial Market Volatility, Equity Premium Puzzles, Conditional Variance Models and Risk Premium |
|
| 8) |
The effects of scheduled and unscheduuled news in Financial and econometric models |
|
| 9) |
Midterm Exam |
|
| 10) |
Behavioral Finance |
|
| 11) |
Behavioral Finance |
|
| 12) |
Neuroeconomics and neurofinance |
|
| 13) |
Neuroeconomics and neurofinance |
|
| 14) |
High Frequency Data in Financial Markets, R |
|
| Course Notes / Textbooks: |
1)Alexander. Carol. Market Models: A Guide to Financial Data Analysis. New York: John Wiley, 2003. 2.John, Hull, Options, Futures, and Other Derivatives, Pearson 3. Behavioral Finance: Understanding the Social, Cognitive, and Economic Debates, 2013 4. R Programming and Its Applications in Financial Mathematics, Shuichi Ohsaki, Jori Ruppert-Felsot, Daisuke Yoshikawa, 2017 |
| References: |
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| |
Program Outcomes |
Level of Contribution |
| 1) |
Build up a body of knowledge in mathematics and statistics, to use them, to understand how the mechanism of economy –both at micro and macro levels – works. |
4 |
| 2) |
Understand the common as well as distinctive characters of the markets, industries, market regulations and policies. |
4 |
| 3) |
Develop an awareness of different approaches to the economic events and why and how those approaches have been formed through the Economic History and understand the differences among those approaches by noticing at what extent they could explain the economic events. |
4 |
| 4) |
Analyze the interventions of politics to the economics and vice versa. |
3 |
| 5) |
Apply the economic analysis to everyday economic problems and evaluate the policy proposals for those problems by comparing opposite approaches. |
4 |
| 6) |
Understand current and new economic events and how the new approaches to the economics are formed and evaluating. |
5 |
| 7) |
Develop the communicative skills in order to explain the specific economic issues/events written, spoken and graphical form. |
4 |
| 8) |
Know how to formulate the economics problems and issues and define the solutions in a well-formed written form, which includes the hypothesis, literature, methodology and results / empirical evidence. |
5 |
| 9) |
Demonstrate the quantitative and qualitative capabilities and provide evidence for the hypotheses and economic arguments. |
5 |
| 10) |
Understand the information and changes related to the economy by using a foreign language and communicate with colleagues. |
4 |
BAHÇEŞEHİR UNIVERSITY BİLGİ PAKETİ / DERS KATALOĞU
