COURSE UNIT TITLE

: QUANTITATIVE METHODS FOR ACCOUNTING AND FINANCE

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
MSF 7087 QUANTITATIVE METHODS FOR ACCOUNTING AND FINANCE COMPULSORY 3 0 0 7

Offered By

ACCOUNTING AND FINANCE (ENGLISH), NON-THESIS

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

ASSOCIATE PROFESSOR GÜZIN ÖZDAĞOĞLU

Offered to

ACCOUNTING AND FINANCE (ENGLISH), NON-THESIS

Course Objective

This course aims to provide students with the quantative skill required to effectively analyse financial problems. The students will gain insight into mathematical understanding of economic and financial theories as well as to serve as a basis for the finance courses. This course provides the technical skills to apply and evaluate the key descriptive and statistical techniques within the context of financial analysis.

Learning Outcomes of the Course Unit

1   Explain and be able to use the descriptive statistics.
2   Describe probobality and sampling distribution.
3   Demonstrate interval estimation and hypothesis testing
4   Implement the analysis and evaluation of ordinary linear and multiple regressions
5   Apply logistic regression and interpret the results.
6   Describe heteroscedasticity and autocorrelation and apply remedies to overcome serial correlation
7   Implement the analysis and evaluation of panel data.
8   Conduct time series analyses and interpret the results

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Introduction to Descriptive Statistics
2 Probability and Sampling Distribution
3 Interval Estimation
4 Hypothesis Testing
5 Ordinary Linear Regression Model
6 Mid-Term
7 Multiple Regression Model
8 Logistic Regression Model
9 Heteroscedasticity and Autocorrelation
10 Panel Data
11 Panel Data
12 Time Series
13 Time Series
14 Review

Recomended or Required Reading

1. Teall, L., John and Iftekar, Hasan, Quantative Methods for Finance and Investments, Blackwell Publishing.
2. Defusco, A. Richard, McLeavey, W. Dennis, Pinto, E.Jerald, Runkle, E.David. Quantative Methods for Investment Analysis, Association for Investment Management and Research, CFA Institute, 2007.

Planned Learning Activities and Teaching Methods

Lecture, discussions, case studies, problem solving.

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA
1 MTE MIDTERM EXAM
2 STT TERM WORK (SEMESTER)
3 FIN FINAL EXAM
4 FCG FINAL COURSE GRADE MTE * 0.30 + STT * 0.30 + FIN* 0.40
5 RST RESIT
6 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.30 + STT * 0.30 + RST* 0.40

Further Notes About Assessment Methods

None

Assessment Criteria

1. The students will explain and be able to use the descriptive statistics
2. The students will describe probobality and sampling distribution.
3. The students will demonstrate interval estimation and hypothesis testing
4. The students will implement the analysis and evaluation of ordinary linear and multiple regressions.
5. The students will apply logistic regression and interpret the results.
6. The students will describe heteroscedasticity and autocorrelation and apply remedies to overcome serial correlation
7. The students will implement the analysis and evaluation of panel data.
8. The students will conduct time series analyses and interpret the results.

Language of Instruction

English

Course Policies and Rules

1. Plagiarism of any type will result in disciplinary action.
2. Attending at least 70 percent of lectures is mandatory.
3. All assignments should be submitted on time. Otherwise will not be accepted.

Contact Details for the Lecturer(s)

berna.kirkulak@deu.edu.tr

Office Hours

TBA

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lectures 12 3 36
Preparations before/after weekly lectures 12 3 36
Preparation for midterm exam 1 20 20
Preparation for final exam 1 25 25
Preparing assignments 12 4 48
Final 1 2 2
Midterm 1 2 2
TOTAL WORKLOAD (hours) 169

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7
LO.15555455
LO.25555455
LO.35555455
LO.45555455
LO.55555455
LO.65555455
LO.75555455
LO.85555455