The objective of this course is to teach statistical applications in finance.
20
Contribution of the Course to Professional Development
21
Learning Outcomes:
1
To be able to comprehend basic statistical
concepts.
;
2
To be able to understand risk concept
and value at risk.
;
3
To be able to draw and interpret financial graphs.;
4
To be able to apply probability theory in finance;
5
To be able to use simple and multiple regression
models
;
6
To be able to make interpolation.;
7
To be able to use advanced statistical techniques
that are used in financial field.
;
8
To be able to make data mining analyses in finance ;
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Course Content:
Week
Theoretical
Practical
1
Averages
2
Risk concept and variability measures
3
Value at risk
4
Graphics (histogram, box-whiskers, scatter plot)
5
Indices and their types
6
Financial proportions
7
Probability theory and random variables
8
Normal distribution
9
Normality tests and graphics
10
Simple and multiple regression
11
Time series analysis and trend
12
Interpolation
13
Advanced statistical techniques in finance
14
Data mining in finance
23
Textbooks, References and/or Other Materials:
1.Prof. Dr. Özer Serper, Uygulamalı İstatistik, Ezgi Kitabevi, Bursa, 2010. 2. Prof. Dr. Necmi Gürsakal, Çıkarımsal İstatistik, Dora, Bursa, 2009. 3. Prof. Dr. Mustafa Aytaç, Matematiksel İstatistik, Ezgi Kitabevi, Bursa, 2004. 4.Lale Karabıyık ve Adem Anbar, Sermaye Piyasası ve Yatırım Analizi, Ekin Kitabevi, Bursa, 2010.
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Assesment
TERM LEARNING ACTIVITIES
NUMBER
PERCENT
Midterm Exam
0
0
Quiz
0
0
Homeworks, Performances
2
40
Final Exam
1
60
Total
3
100
Contribution of Term (Year) Learning Activities to Success Grade
40
Contribution of Final Exam to Success Grade
60
Total
100
Measurement and Evaluation Techniques Used in the Course
Information
25
ECTS / WORK LOAD TABLE
Activites
NUMBER
TIME [Hour]
Total WorkLoad [Hour]
Theoretical
14
3
42
Practicals/Labs
0
0
0
Self Study and Preparation
14
6
84
Homeworks, Performances
2
15
30
Projects
0
0
0
Field Studies
0
0
0
Midtermexams
0
0
0
Others
2
20
40
Final Exams
1
15
15
Total WorkLoad
211
Total workload/ 30 hr
7,03
ECTS Credit of the Course
7
26
CONTRIBUTION OF LEARNING OUTCOMES TO PROGRAMME QUALIFICATIONS
