Information Package / Course Catalogue
Stochastic Processes in Finance
Course Code: UEK513
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

Course Content

Name of Lecturer(s)
Learning Outcomes
1. Developing and deepening the knowledge of economics and finance to an expert level, building on the competencies of the undergraduate education.
2.Comprehending the interaction between related disciplines and financial economics.
3.To be able to apply the advanced level knowledge acquired in economics and finance.
4. Creating new knowledge by combining the knowledge of financial economics with the knowledge coming from other disciplines and also be able to solve problems which requires expert knowledge by applying scientific methods.
5. To be able to critically evaluate the knowledge in financial economics, to lead learning and carry out advanced level research independently.
Recommended or Required Reading
Weekly Detailed Course Contents
Week 1 - Theoretical
Introduction
Week 2 - Theoretical
Some basic concepts in finance
Week 3 - Theoretical
Introduction to stochastic processes
Week 4 - Theoretical
Discrete-time and continuous-time stochastic processes
Week 5 - Theoretical
Martingales
Week 6 - Theoretical
Martingales
Week 7 - Theoretical
Single period securities models
Week 8 - Theoretical
Midterm
Week 9 - Theoretical
Multiperiod securities models
Week 10 - Theoretical
Asset price dynamics and stochastic processes, Brownian processes
Week 11 - Theoretical
Asset price dynamics and stochastic processes, Brownian processes
Week 12 - Theoretical
Asset price dynamics and stochastic processes, Brownian processes
Week 13 - Theoretical
Asset price dynamics and stochastic processes, Brownian processes
Week 14 - Theoretical
Option pricing models
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
1
2
2
3
OÇ-2
2
1
5
2
3
OÇ-3
2
3
3
3
2
OÇ-4
3
3
3
2
3
OÇ-5
5
1
2
2
3
Adnan Menderes University - Information Package / Course Catalogue
2026