Information Package

Master's of Banking and Finance without Thesis

BF512

DERIVATIVE MARKETS

Course Code
BF512
Semester
-
Theory+Practice
3 + 0
ECTS
10
Course TypeElective Course
Course LevelMaster's Degree Without Thesis
Year of Study-
Semester-
ECTS10
Name of Lecturer(s)
Learning Outcomes

At the end of this course, the students;

  1. General information about Futures Market
  2. Financial Tools Operating in Futures Market
  3. Purchase-Sale Strategies
  4. Future Exchange Markets in the World
  5. Structure and Operation of Derivatives and Options Market, Agreements operating in Options Market
Mode of DeliveryFace to face
PrerequisitesNo
Recommended Optional Programme ComponentsNone
Course DescriptionThe identification and definition of bank branch transactions, opening savings accounts, loans and loan types, check clearing, bank acceptance, mortgage loans, credit card operations, retail banking topics will be covered in this module.
Course Contents
WEEK TOPICS
1st Week General information about Futures Market Derivatives in the World
2nd Week General information about Derivatives(VOB)Agreements operating in VOB
3rd Week Agreements of Derivatives Pricing of Derivative Agreements
4th Week Portfolio Management Game in a Manmade Purchase-Sale Platform
5th Week Cases about Derivative Agreements Operations aiming Protection, Investment and Arbitrage
6th Week Cases about Derivative Agreements Propagation Operations Full Protection Operations
7th Week Options Agreements Pricing of Options Agreements
8th Week MIDTERM
9th Week Options Strategies
10th Week Option Agreements Operating in VOB
11th Week Risk Management in VOB SPAN Colletarization Method PC-SPAN Application
12th Week Operations Composed in Global Accounts Colletarization in Global Accounts
13th Week Portfolio Management Game in a Manmade Purchase-Sale Platform
14th Week Future of Futures Market, Current Projects
Recommended or Required Readingİhsan_Ersan_-_Finansal_Türevler,_Literatür_Yayıncılık,_İstanbul_-_1997
Planned Learning Activities and Teaching Methods
  • Lecture
  • Discussion
  • Questions/Answers
Assessment Methods and Criteria
Quantity Percentage (%)
Mid-term 1 30
Quiz 1 20
Total(%) 50
Contribution of In-term Studies to Overall Grade(%) 50
Contribution of Final Examination to Overall Grade(%) 50
Total(%) 100
ECTS Allocated Based on Student Workload
Activities Quantity Duration (Hour) Total Workload (Hour)
Midterm exam
Preparation for Quiz
Individual or group work 14 15 210
Preparation for Final exam 1 50 50
Course hours 14 3 42
Preparation for Midterm exam
Laboratory (including preparation)
Final exam 1 2 2
Homework 3 2 6
Total Work Load310
Total Work Load / 30 (h)10.33
ECTS Credit of the Course10
Language of InstructionTurkish
Work Placement(s)No
LO1 LO2 LO3 LO4 LO5
K1
K2
K3
K4
K5
K6
K7
K8
K9
K10