FACULTY OF ECONOMICS AND ADMINISTRATIVE SCIENCES / FINANCE AND BANKING / BAF4009 - FINANCE ENGINEERING

Contents Of The Courses in a weekly Period

Week 
Subjects 
Sources 
1The Concept and Dimensions of Financial EngineeringSalih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)
2Modified Derivative Vehicle Pricing ModelsSalih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)
3 Black-Scholes Pricing ModelSalih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)
4Binominal Pricing Model Salih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)
5Measuring the Sensitivity of the Option AgreementsSalih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)
6Option StrategiesSalih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)
7Financial Engineering Simulation ApplicationSalih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)
8Monte Carlo Simulation and its application on Risk ManagamentSalih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)
9Real Options Analysis Salih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)
10Use of Artificial Neural Networks in Financial Engineering Salih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)
11Data Mining Applications in Financial Engineering Salih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)
12Stochastic Analysis and Brownian Motion Salih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)
13Stochastic Analysis and Brownian Motion Salih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)
14Case Studies in Financial EngineeringSalih N. Neftçi, Principles of Financial Engineering, Third Edition (Academic Press Advanced Finance)