## Courses

##### Last Updated:

All Courses @ IAM Actuarial Science Cryptography Financial Mathematics Scientific Computing

### All Courses @ IAM

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
0(0-0); **ECTS: **
50.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

Basic notions of quantum mechanics: Hilbert spaces, postulates of quantum mechanics, qubits, density operator, entanglement, EPR and Bell inequality. Quantum gates, quantum circuits. Quantum Fourier transform. Quantum algorithms: Deutsch's, Deutsch-Jozsa, Grover`s and Shor's algorithms. Quantum cryptography: quantum key distribution, BB84, B92, and EPR protocols.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
4(4-0); **ECTS: **
10.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

The course consists of a detailed description of continuous and discrete dynamical systems. We shall combine the introduction to the general theory with the consideration of bifurcations and chaos, the most important subtopics. The analysis of appropriate mechanical, physical, economic and biological models is an essential part of almost every lecture of the course. To support the course numerical and computational toolbox will be used.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

Part I: Probability spaces, random variables, probability distributions and probability densities, conditional probability, Bayes formula, mathematical expectation, moments. Part II: Sampling distributions, decision theory, estimation (theory and applications), hypothesis testing (theory and applications), regression and correlation, analysis of variance, non-parametric tests.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
2(0-2); **ECTS: **
3.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

Definition of risk, insurance and surety. Risk management techniques and some applications in real life problems. Economic and social significance of insurance. Laws of agency, contract, and negligence and their applications to insurance. Types, scope and organization of insurance companies. Construction of policies including limitations on recovery. Underwriting, marketing, rating and regulation of insurance. Covers the principles of risk management, property-liability insurance and life health insurance. Insurance regulations, laws, and insurance practice in Turkey.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

Computer Arithmetic; Linear Equations: Gauss elimination, LU decomposition; Linear Least Squares: data fitting, normal equations, orthogonal transformations; Eigenvalue Problems; Singular Value Decomposition; Nonlinear Equations: bisection, fixed-point iteration, Newton’s method, optimization; Interpolation: polynomials, piecewise polynomials; Numerical Differentiation and Integration.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

Ordinary Differential Equations: Euler’s method, multistep methods, Runge-Kutta methods, stiff equations, adaptivity; Boundary Value Problems: shooting, collocation, Galerkin; Partial Differential Equations: parabolic, elliptic, and hyperbolic equations; Iterative Methods for Sparse Linear Systems: splitting methods, descent methods, conjugate gradients, preconditioners, multigrid methods.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
0(0-4); **ECTS: **
4.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(2-2); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

Unconstrained optimization: line search methods, steepest descent, Newton and quasi Newton methods, the conjugate gradient method constrained optimization: equality and inequality constraints, linear constraints and duality, linear programming, the simplex method, Lagrange multiplier algorithms, interior point methods, penalty methods, large scale optimization.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(2-2); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

Abstract Finite Element Analysis: weak derivatives, Sobolev spaces, Lax-Milgram lemma; Piecewise Polynomials Approximations 1D and 2D: interpolation, projection; Finite Element Method 1D and 2D: weak formulation, derivation of linear system of equations, a priori estimates; Time Dependent Problems: finite differences for systems of ODE, stability estimates; Semi-elliptic equations; a posteriori Error Analysis: estimator, mesh Refinement

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

Risk theory for pension funds. Pension schemes for active and retired lives. Valuation of pension plans. Funding Methods: Unit Credit, Attained Age, Entry Age Normal and other Methods. Contributory and Benefit Plans.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
0(0-2); **ECTS: **
20.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
0(0-2); **ECTS: **
10.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
2(2-0); **ECTS: **
6.0

LaTeX and Matlab; Basic Commands and Syntax of LaTeX and Matlab; Working within a Research Group via Subversion; Arrays and Matrices; Scripts and Function in Matlab; Commands and Environments in LaTeX; More on Matlab Functions; Toolboxes of Matlab; Packages in LaTeX; Graphics in Matlab; Handling Graphics and Plotting in LaTeX; Advanced Techniques in Matlab: memory allocation, vectoristaion, object orientation, scoping, structures, strings, file streams.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
2(2-0); **ECTS: **
6.0

Review of Programming and Toolboxes, Packages, Modules; Iterative Linear Algebra Problems; Root Finding Programs; Recursive Functions and Algorithms; Optimisation Algorithms; Data Fitting and Interpolation; Extrapolation; Numerical Integration; Numerical Solutions of Differential Equations: IVPs and BVPs; Selected Topics (algorithms and coding in different fields).

See the course in IAM Catalogue or METU Catalogue

**Credit: **
0(0-0); **ECTS: **
130.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

**Numerical Methods for Discrete Time Models:**binomial method for options; discrete time optimal control problems.

**Reminders on Continuous Models:**Ito process and its applications in stock market, Black-Scholes equation and its solution; Hedging, Volatility smile.

**Monte Carlo Method for Options:**generating random numbers, transformation of random variables and generating normal variates; Monte Carlo integration; pricing by Monte Carlo integration; variance reduction techniques, quasi-random numbers and quasi-Monte Carlo method.

**Finite Difference Methods for Options:**explicit and implicit finite difference schemes, Crank-Nicolson method; Free-Boundary Problems for American options.

**Finite Difference Methods for Control Problems:**Markov Chain approximation method, elliptic Hamiltion-Jacobi-Bellman equations, computational methods.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

Classification of inverse problems, linear regression, discretizing continuous inverse problems, rank-deficiency, Tikhonov regularization, iterative methods, other regularization techniques, Fourier techniques, nonlinear inverse problems, Bayesian methods. Computer applications and MATLAB exercises are important elements of the course.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
0(0-2); **ECTS: **
10.0

This course is designed to provide students with a chance to prepare and present a professional seminar on subjects of their own choice. Students can work independently in issues that require expertise; they can share and make presentations of their research both verbally and in written form.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
0(0-0); **ECTS: **
0.0

This course is a fundamental course for any kind of graduate program since its focus is on the scientific research methods. It provides an introduction to the research design as well as ethical issues in scientific research. More specifically, the course provides students with an integrated framework for doing research. Students will gain methodological skills which will assist them in applying to the research process, such as defining the research questions, design and define the research methods, survey design, data inquiries. In this way, the students learn to manage their thesis writing process independently, writing their own research paper. The role of ethics in research, ethical issues in conducting research will be emphasized to assure ethical aspects in scientific research.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-3); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(0-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

Important markets such as commodities or credit derivatives are essentially incomplete. The recent financial crisis has increased even more the importance of pricing and hedging in incomplete markets. Therefore these lectures concentrate on advanced methods of stochastic finance required in the context of incomplete markets. We will consider both, process in discrete and continuous time.

The content of the course covers in particular the following topics: market efficiency, market incompleteness; perfect hedges; equivalent martingale measures; attainable payoffs; asset management; contingent claims; replicating portfolio; dynamical arbitrage theory; arbitrage-free pricing; geometric characterization of arbitrage; von Neumann representation; robust Savage representation; expected utility; fair value; certainty equivalent; risk premium; risk aversion; equilibrium pricing; relative entropy; convex risk measures; robust representation; coherent risk measures; VAR; average VAR; upper/lower hedging prices; superhedging duality; risk indifference pricing; HJB equations; dynamical programming.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(2-2); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

This course is an introduction to the mathematical formulation and treatment of problems arising from trade execution in financial markets. When there are costs and constraints imposed on the execution of trades, how to best execute them? The course studies mathematical formulations and solutions of these types of problems.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

Generating Random Numbers; Basic Principles of Monte Carlo; Numerical Schemes for Stochastic Differential Equations; Simulating Financial Models; Jump-Diffusion and Levy Type Models; Simulating Actuarial Models; Markov Chain Monte Carlo Methods.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

Reduced Order Modeling: proper orthogonal decomposition (POD), evolution problems; Active Subspaces: parametrized models in physics and engineering, discover the active subspaces, exploit the active subspaces, active subspaces in action; Dynamic Mode Decomposition: introduction, Koopman analysis; PDE-constrained optimization: elliptic and parabolic linear optimal control problems; equality and inequality constraints; numerical algorithms for PDE-constrained optimization; reduced order modeling.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

DG in One Spatial Dimension: linear system, implementation in MATLAB; Higher Dimensional Elliptic Problems: interior penalty methods, variational formulation, a priori error estimates, implementation in MATLAB, local discontinuous Galerkin method; DG for Convection Diffusion Problems: upwind scheme; Construction of Finite Element Spaces: Lagrange, Hermite, etc.; A Posteriori Error Analysis: residual-based, goal-oriented, hierarchical, equilibrated error estimators; Hybrid Discontinuous Galerkin Methods.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(0-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(0-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
3(3-0); **ECTS: **
8.0

See the course in IAM Catalogue or METU Catalogue

**Credit: **
0(0-0); **ECTS: **
8.0

Please, ask Secretary to IAM, or your advisor/supervisor about the details.

See the course in IAM Catalogue or METU Catalogue

**Credit: **
0(0-0); **ECTS: **
8.0

Please, ask Secretary to IAM, or your advisor/supervisor about the details.

See the course in IAM Catalogue or METU Catalogue