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BA4825/5825-IAM520 Financial Derivatives
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Syllabus
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 Welcome to the class web page for BA4825/IAM520 Financial Derivatives, taught at the department of Business Administration (and Institute of Applied Mathematics) at the Middle East Technical University. The course is taught by Dr. Z. Nuray Guner, and Dr. Adil Oran. This course is part of the core curriculum of the IAM Financial Mathematics curriculum and an elective in the Business Administration curriculum. It is designed to provide a solid foundation in the principles of derivatives. It attempts to strike a balance between institutional details, theoretical foundations, and practical applications. Parallel to the already increasing attempts to integrate derivative securities and markets into the Turkish financial system, it is believed that this course will fill a gap in that students will be exposed to a rather comprehensive coverage of theory and application in the derivatives area. Final results have been announced! Have a great summer! The presentation material for the subject will be made available as notes prior to class and should cut down significantly on the need to jot down everything, thus allowing you to do some actual thinking. You are encouraged to participate and ask questions in class.
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