BAHÇEŞEHİR UNIVERSITY BİLGİ PAKETİ / DERS KATALOĞU
| ECONOMICS AND FINANCE | |||||
| Bachelor | TR-NQF-HE: Level 6 | QF-EHEA: First Cycle | EQF-LLL: Level 6 | ||
Course Introduction and Application Information
| Course Code | Course Name | Semester | Theoretical | Practical | Credit | ECTS |
| IF3318 | Technology Based Financial Modelling | Fall | 3 | 0 | 3 | 6 |
| This catalog is for information purposes. Course status is determined by the relevant department at the beginning of semester. |
Basic information
| Language of instruction: | English |
| Type of course: | Departmental Elective |
| Course Level: | Bachelor’s Degree (First Cycle) |
| Mode of Delivery: | Face to face |
| Course Coordinator : | Dr. Öğr. Üyesi BAHAR KÖSEOĞLU |
| Course Lecturer(s): |
Dr. Öğr. Üyesi AYŞE DİLARA ALTIOK YILMAZ |
| Recommended Optional Program Components: | None |
| Course Objectives: | This course is designed to provide students with an understanding of the theories and methodologies of financial modeling; to enable students to perform financial analysis using computer models; and to apply financial principles in making corporate decisions. |
Learning Outcomes
|
The students who have succeeded in this course; 1. Create MS Excel based financial models 2. Use the advanced tools of Excel. 3. Write macros by utilizing Microsoft’s Visual Basic for Applications 4. Conduct advanced statistical analysis utilizing Microsoft’s Analysis ToolPak 5. Carry out Monte Carlo Simulations in Excel 6. Carry out financial analysis, forecasting, etc. |
Course Content
| Financial statement, bond valuation, portfolio models, pricing models |
Weekly Detailed Course Contents
| Week | Subject | Related Preparation |
| 1) | Overview of the course | |
| 2) | Financial Statement Modeling | |
| 3) | Calculating the Cost of Capital | |
| 4) | Time-value Relationship | |
| 5) | Loan Amortization | |
| 6) | Bond Valuation and Duration | |
| 7) | Modeling the Term Structure | |
| 8) | Review | |
| 9) | Capital Budgeting Models | |
| 10) | Portfolio Models | |
| 11) | Value at Risk | |
| 12) | Binomial Option Pricing Model | |
| 13) | The Black-Scholes Model | |
| 14) | Using Monte Carlo Methods for Option Pricing |
Sources
| Course Notes / Textbooks: | Financial Modeling, Simon Benninga, 3rd edition, MIT Press, 2008 |
| References: | Mevcut değil |
Evaluation System
| Semester Requirements | Number of Activities | Level of Contribution |
| Attendance | 14 | % 10 |
| Homework Assignments | 3 | % 25 |
| Midterms | 1 | % 25 |
| Final | 1 | % 40 |
| Total | % 100 | |
| PERCENTAGE OF SEMESTER WORK | % 60 | |
| PERCENTAGE OF FINAL WORK | % 40 | |
| Total | % 100 | |
ECTS / Workload Table
| Activities | Number of Activities | Duration (Hours) | Workload |
| Course Hours | 14 | 3 | 42 |
| Homework Assignments | 3 | 10 | 30 |
| Midterms | 1 | 30 | 30 |
| Final | 1 | 40 | 40 |
| Total Workload | 142 | ||
Contribution of Learning Outcomes to Programme Outcomes
| No Effect | 1 Lowest | 2 Low | 3 Average | 4 High | 5 Highest |
| 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. | 5 |
| 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. | 4 |
| 5) | Apply the economic analysis to everyday economic problems and evaluate the policy proposals for those problems by comparing opposite approaches. | 3 |
| 6) | Understand current and new economic events and how the new approaches to the economics are formed and evaluating. | 3 |
| 7) | Develop the communicative skills in order to explain the specific economic issues/events written, spoken and graphical form. | 3 |
| 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. | 4 |
| 9) | Demonstrate the quantitative and qualitative capabilities and provide evidence for the hypotheses and economic arguments. | 2 |
| 10) | Understand the information and changes related to the economy by using a foreign language and communicate with colleagues. | 3 |