Information Package / Course Catalogue
Financial Modeling I
Course Code: UEK505
Course Type: Area Elective
Couse Group: Second Cycle (Master's Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

pabilir duruma gelmesi sağlanacaktır.Finansal model kurma yeteneği oluşturulacaktır. Bu kapsamda Bilimsel Araştırma Tekniklerinin öğrenilmesine yer verilecek ve öğrencinin bilimsel çalışma ya

Course Content

pabilir duruma gelmesi sağlanacaktır.Finansal model kurma yeteneği oluşturulacaktır. Bu kapsamda Bilimsel Araştırma Tekniklerinin öğrenilmesine yer verilecek ve öğrencinin bilimsel çalışma ya

Name of Lecturer(s)
Learning Outcomes
1.
2.
3.
4.
5.
Recommended or Required Reading
Weekly Detailed Course Contents
Week 1 - Theoretical
Review Basic Structures of Probability and Statistic
Week 2 - Theoretical
Econometric Regression Models and Time Series Methodology in Finance: Basic Concepts
Week 3 - Theoretical
Multivariate Time Series Models: Vector Autoregressive Models (VAR)
Week 4 - Theoretical
Multivariate Time Series Models: Vector Autoregressive Models (VAR)
Week 5 - Theoretical
Modelling Long Term Relations in Finance: Cointegration and VECM Models
Week 6 - Theoretical
Volatility Models: ARCH and GARCH
Week 7 - Theoretical
Long Memory Models I: ARFIMA
Week 8 - Theoretical
Long Memory Models I: ARFIMA
Week 9 - Theoretical
Significant Market Concept and Examine the Significance
Week 10 - Theoretical
Risk Reward Models, Calculate Portfolio Risk and Reward
Week 11 - Theoretical
Risk Reward Models, Calculate Portfolio Risk and Reward
Week 12 - Theoretical
Capital Active Pricing Models (CAPM)
Week 13 - Theoretical
Multivariate Factors Price Models
Week 14 - Theoretical
Financial Econometrics Applications
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory1463126
TOTAL WORKLOAD (hours)126
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
OÇ-1
2
3
2
1
3
OÇ-2
3
2
5
2
3
OÇ-3
3
2
1
2
3
OÇ-4
3
2
1
3
2
OÇ-5
1
2
3
2
5
Adnan Menderes University - Information Package / Course Catalogue
2026