| Course Type | Elective Course |
|---|
| Course Level | Bachelor's Degree |
|---|
| Year of Study | - |
|---|
| Semester | - |
|---|
| ECTS | 5 |
|---|
| Name of Lecturer(s) |
- |
| Learning Outcomes |
At the end of this course, the students;
- Learn in depth one of the current topics of Computer Science
- Gain experience in applying their theoretical knowledge to a new
research area
- Understand the importance of lifelong learning process in Engineering.
|
| Mode of Delivery | Face to face 50% + E-Learning 50% |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | |
|---|
| Course Description | This course introduces specific research topics selected from new or emerging areas of Computer Science. Topics are chosen according to current needs and may change depending on the semester when the course opens. |
|---|
| Course Contents |
| WEEK |
TOPICS |
|
1st Week |
Introduction to Financial & Crypto Markets |
|
2nd Week |
Time Value of Money, NPV, IRR (Traditional vs Crypto) |
|
3rd Week |
Annuities and Bond Valuation |
|
4th Week |
Return, Variance, and Volatility |
|
5th Week |
Portfolio Optimization (BTC-ETH vs Stocks) |
|
6th Week |
CAPM and Systematic Risk in Crypto |
|
7th Week |
Options Introduction (Traditional + Crypto) |
|
8th Week |
MIDTERM |
|
9th Week |
Option Pricing using Binomial Model |
|
10th Week |
Monte Carlo Simulation for Crypto Assets |
|
11th Week |
Value-at-Risk (VaR) with Crypto Assets |
|
12th Week |
Hedging Strategies in Crypto |
|
13th Week |
Crypto Tick Data Analysis with Python |
|
14th Week |
Presentations |
|
15th Week |
Presentations & Review |
|
| Recommended or Required Reading | Books, articles and lecture notes will be used, specified by the instructor. |
|---|
| Planned Learning Activities and Teaching Methods |
- Lecture
- Discussion
- Questions/Answers
- Problem Solving
- Project
- Presentation
|
|---|
| Assessment Methods and Criteria |
|
Quantity |
Percentage (%) |
| Mid-term |
1 |
30 |
| Assignment |
2 |
6 |
| Quiz |
3 |
15 |
| Project |
1 |
15 |
| Attendance |
1 |
2 |
| Total(%) |
|
68 |
| Contribution of In-term Studies to Overall Grade(%) |
|
68 |
| Contribution of Final Examination to Overall Grade(%) |
|
32 |
| Total(%) |
|
100 |
|
| Language of Instruction | English |
|---|
| Work Placement(s) | No |
|---|
