| INTERNATIONAL FINANCE | |||||
| Bachelor | TR-NQF-HE: Level 6 | QF-EHEA: First Cycle | EQF-LLL: Level 6 | ||
| Course Code | Course Name | Semester | Theoretical | Practical | Credit | ECTS |
| IF3318 | Technology Based Financial Modelling | Fall | 3 | 0 | 3 | 4 |
| The course opens with the approval of the Department at the beginning of each semester |
| Language of instruction: | En |
| Type of course: | Departmental Elective |
| Course Level: | Bachelor |
| Mode of Delivery: | Face to face |
| Course Coordinator : | Dr. Öğr. Üyesi BAHAR KÖSEOĞLU |
| Course Lecturer(s): |
Dr. Öğr. Üyesi AYŞE DİLARA ALTIOK YILMAZ |
| 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. |
|
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. |
| Financial statement, bond valuation, portfolio models, pricing models |
| 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 | ||
| Course Notes: | Financial Modeling, Simon Benninga, 3rd edition, MIT Press, 2008 |
| References: | Mevcut değil |
| Semester Requirements | Number of Activities | Level of Contribution |
| Attendance | 14 | % 10 |
| Laboratory | % 0 | |
| Application | % 0 | |
| Field Work | % 0 | |
| Special Course Internship (Work Placement) | % 0 | |
| Quizzes | % 0 | |
| Homework Assignments | 3 | % 25 |
| Presentation | % 0 | |
| Project | % 0 | |
| Seminar | % 0 | |
| Midterms | 1 | % 25 |
| Preliminary Jury | % 0 | |
| Final | 1 | % 40 |
| Paper Submission | % 0 | |
| Jury | % 0 | |
| Bütünleme | % 0 | |
| Total | % 100 | |
| PERCENTAGE OF SEMESTER WORK | % 60 | |
| PERCENTAGE OF FINAL WORK | % 40 | |
| Total | % 100 | |
| Activities | Number of Activities | Duration (Hours) | Workload |
| Course Hours | 14 | 3 | 42 |
| Laboratory | 0 | 0 | 0 |
| Application | 0 | 0 | 0 |
| Special Course Internship (Work Placement) | 0 | 0 | 0 |
| Field Work | 0 | 0 | 0 |
| Study Hours Out of Class | 0 | 0 | 0 |
| Presentations / Seminar | 0 | 0 | 0 |
| Project | 0 | 0 | 0 |
| Homework Assignments | 3 | 10 | 30 |
| Quizzes | 0 | 0 | 0 |
| Preliminary Jury | 0 | 0 | 0 |
| Midterms | 1 | 30 | 30 |
| Paper Submission | 0 | 0 | 0 |
| Jury | 0 | 0 | 0 |
| Final | 1 | 40 | 40 |
| Total Workload | 142 | ||
| No Effect | 1 Lowest | 2 Low | 3 Average | 4 High | 5 Highest |
| Program Outcomes | Level of Contribution | |
| 1) | To correctly identify the problems and to be able to ask the correct questions | |
| 2) | To have the ability for problem solving and to utilize analytical approach in dealing with the problems of finance | |
| 3) | To understand and grasp the full details of theoretical arguments and counter arguments | |
| 4) | To be fully prepared for a graduate study in finance and to have lifelong learning awareness | |
| 5) | To be able to apply theoretical principles of finance to the realities of practical business life | |
| 6) | To develop solutions for managerial problems by understanding the requirements of international financial markets | |
| 7) | To think innovatively and creatively in complex situations | |
| 8) | To be able to make decisions both locally and internationally by knowing the effects of globalization on business and social life | |
| 9) | To have the competencies of the digital age and to use the necessary financial applications | |
| 10) | To be able to use at least one foreign language both for communication and academic purposes | |
| 11) | To understand the importance of business ethics and to take decisions by knowing the legal and ethical consequences of their activities in the academic world and business life | |
| 12) | To develop an objective criticism in business and academic life and having a perspective to self-criticize |