| Course Type | Elective Course |
|---|
| Course Level | Doctorate Of Science |
|---|
| Year of Study | - |
|---|
| Semester | - |
|---|
| ECTS | 15 |
|---|
| Name of Lecturer(s) |
- |
| Learning Outcomes |
At the end of this course, the students;
- be able to compare derivative instruments used in financial risk management.
- learn the use of these instruments (futures contracts, options and swap operations).
- understand the pricing of these insruments and factors that affect the price of these instruments.
- comprehend how financial firms hedge risks (exchange rate, interest rate, etc.).
- will be able to use and develop derivative strategies.
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | No |
|---|
| Course Description | The main aim of this module is to introduce the derivative markets and the instruments traded in derivative markets. Concepts such as Basic principles about the derivative instruments, derivative instrument markets, futures contracts, options, swaps agreements, other derivative instruments, the use of derivatives in risk management, the pricing of derivatives and derivative instrument strategies will be examined. |
|---|
| Course Contents |
| WEEK |
TOPICS |
|
1st Week |
Derivative markets |
|
2nd Week |
Futures markets |
|
3rd Week |
Commodity futures |
|
4th Week |
Financial Futures |
|
5th Week |
Option Pazarları |
|
6th Week |
Financial Options |
|
7th Week |
Over the counter derivatives |
|
8th Week |
Mid term exam |
|
9th Week |
Swap transactions |
|
10th Week |
Hybrid Derivatives |
|
11th Week |
Risk hedging by derivative instruments and speculation using derivatives |
|
12th Week |
Derivative financial products and their use Turkey |
|
13th Week |
New financial techniques, Case Studies |
|
14th Week |
General Assesment |
|
15th Week |
|
|
| Recommended or Required Reading | Babuşcu, Şenol, Hazar, Adalet, İskender, Ebru Sonbul, İskender, Arya, Türev Piyasalar, Araçlar ve Risk Yönetimi, Akademi Yayınevi, 2016. |
|---|
| Planned Learning Activities and Teaching Methods |
- Lecture
- Discussion
- Questions/Answers
|
|---|
| Assessment Methods and Criteria |
|
Quantity |
Percentage (%) |
| Mid-term |
1 |
40 |
| Total(%) |
|
40 |
| Contribution of In-term Studies to Overall Grade(%) |
|
40 |
| Contribution of Final Examination to Overall Grade(%) |
|
60 |
| Total(%) |
|
100 |
|
| ECTS Allocated Based on Student Workload |
| Activities |
Quantity |
Duration (Hour) |
Total Workload (Hour) |
| Midterm exam |
1 |
2 |
2 |
| Preparation for Quiz |
|
|
|
| Individual or group work |
14 |
25 |
350 |
| Preparation for Final exam |
1 |
40 |
40 |
| Course hours |
14 |
3 |
42 |
| Preparation for Midterm exam |
1 |
30 |
30 |
| Laboratory (including preparation) |
14 |
1 |
14 |
| Final exam |
1 |
3 |
3 |
| Homework |
2 |
1 |
2 |
| Total Work Load | 483 |
| Total Work Load / 30 (h) | 16.1 |
| ECTS Credit of the Course | 15 |
|
| Language of Instruction | Turkish |
|---|
| Work Placement(s) | No |
|---|
