INSTITUTE OF APPLIED MATHEMATICS
Last Updated:
28/08/2017 - 21:10

IAM751 - Special Topics: Advanced Mathematical Methods in Finance

Credit: 3(3-0); ECTS: 8.0
Instructor(s): Consent of IAM
Prerequisites: Consent of Instructor(s)

Course Catalogue Description

The course’s aims consist in a deepened knowledge by he students, and that they are enabled and activated to a do their own scientific work in future. Therefore, the objective of this course is to guide students in their first steps as young researchers on modern areas of mathematical finance. For this purpose, course material will be presented and distributed whose understanding will demand a joint view and participation of the different mathematical foundations of finance. This necessitates further reading and deep reflection by all participants, a spirit of scientific entrepreneurship and willingness to become more mature. Approaches and results of the sources taught and distributed will become improved by the participants, and every participant will prepare a small paper on his/her findings that will be submitted.

Course Objectives

Course Learning Outcomes

Tentative (Weekly) Outline

The course’s aims consist in a deepened knowledge by he students, and that they are enabled and activated to a do their own scientific work in future. Therefore, the objective of this course is to guide students in their first steps as young researchers on modern areas of mathematical finance. For this purpose, course material will be presented and distributed whose understanding will demand a joint view and participation of the different mathematical foundations of finance. This necessitates further reading and deep reflection by all participants, a spirit of scientific entrepreneurship and willingness to become more mature. Approaches and results of the sources taught and distributed will become improved by the participants, and every participant will prepare a small paper on his/her findings that will be submitted.

More Info on METU Catalogue

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