Course Details

FINANCIAL MODELLING

BA431

Course Information
SemesterCourse Unit CodeCourse Unit TitleT+P+LCreditNumber of ECTS Credits
7BA431FINANCIAL MODELLING3+0+035

Course Details
Language of Instruction English
Level of Course Unit Bachelor's Degree
Department / Program BUSINESS ADMINISTRATION
Type of Program Formal Education
Type of Course Unit Elective
Course Delivery Method Face To Face
Objectives of the Course Provide the essentials of portfolio model
Apply computational methods for financial decision-making processes.
Course Content This course covers some introductory numerical methods, which model financial assets’ and their derivatives pricing, enterprise valuation and risk management. Students are encouraged to analyze and check their financial ideas in a computational environment during the lecture sessions. Students are expected to gain confidence in their ability to apply computational methods for any their own financial decision-making process.
Course Methods and Techniques Midterm (%30)
Homework Assignments (%30)
Final Exam (%40)
Prerequisites and co-requisities ( BA207 )
Course Coordinator None
Name of Lecturers Instructor Dr. Seyit Gökmen seyit.gokmen@agu.edu.tr
Assistants Research Assist. Mahir Alper Bilgici mahiralper.bilgici@agu.edu.tr
Work Placement(s) No

Recommended or Required Reading
Resources Financial Modelling, Simon Benninga, 4th Edition, MIT Press
Introductory Econometrics for Finance, Chris Brooks, 3rd Edition, Cambridge University Press
Introductory Econometrics for Finance, Chris Brooks, 3rd
Edition, Cambridge University Press

Course Category
Social Sciences %100

Planned Learning Activities and Teaching Methods
Activities are given in detail in the section of "Assessment Methods and Criteria" and "Workload Calculation"

Assessment Methods and Criteria
In-Term Studies Quantity Percentage
Quiz/Küçük Sınav 1 % 20
Ödev 1 % 20
Proje/Çizim 1 % 20
Final examination 1 % 40
Total
4
% 100

 
ECTS Allocated Based on Student Workload
Activities Quantity Duration Total Work Load
Yazılı Sınav 1 40 40
Grup Sunumu 1 5 5
Grup Projesi 1 20 20
Proje 1 15 15
Yüz Yüze Ders 14 3 42
Final Sınavı 1 28 28
Total Work Load   Number of ECTS Credits 5 150

Course Learning Outcomes: Upon the successful completion of this course, students will be able to:
NoLearning Outcomes
1 Compare different portfolios at different risk levels
2 Determine evaluation criteria for portfolio performance
3 Measure risk of assets and hedging strategies
4 Execute spreadsheet formulas for portfolio management


Weekly Detailed Course Contents
WeekTopicsStudy MaterialsMaterials
1 Introduction to Financial Modelling
2 Basics of Financial Modelling
3 Mathematical and financial foundations
4 Portfolio Modelling
5 Midterm Evaluation
6 Active Learning Week
7 Financial Statements
8 Valuing Fixed Income Securities
9 Basic Econometrics
10 Financial Modelling using Econometrics
11 Project Valuation
12 Stock Valuation
13 Corporate Valuation
14 Final Exam

Recommended Optional Programme Components
BA207 PRINCIPLES OF FINANCE

Contribution of Learning Outcomes to Programme Outcomes
P1 P2 P3 P4 P5 P6 P7 P8 P9 P10
All 1 1 1 1 1 1 1 1 1 1
C1 1 1 1 1 1
C2 1 1 1 1 1 1
C3 1 1 1 1 1 1
C4 1 1 1 1 1

Contribution: 1: Very Slight 2:Slight 3:Moderate 4:Significant 5:Very Significant


https://sis.agu.edu.tr/oibs/bologna/progCourseDetails.aspx?curCourse=71909&lang=en