Information Package

Master's of Capital Markets without Thesis

SP526

STOCK EXCHANGE TRANSACTIONS

Course Code
SP526
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. Explain the basic functioning of stock exchanges and organized markets, market participants, and the logic behind index construction.
  2. Compare the basic characteristics and risks of transactions involving stocks, bonds, repos, futures, options, and precious metals.
  3. Apply basic calculations such as market capitalization, free float, bond price, futures profit/loss, gold price conversion, and order book.
  4. Evaluate the distinction between primary and secondary markets through initial public offerings (IPOs), capital increases, secondary offerings, and KAP disclosures.
  5. Interpret order types, price-time priority, liquidity, spreads, market depth, and transaction costs within the framework of market microstructure.
  6. Apply the concepts of portfolio risk, beta, CAPM, factor models, performance metrics, backtesting, and overfitting in the context of financial decision-making.
  7. Evaluate risk measurement tools such as VaR, Expected Shortfall, and stress testing in conjunction with leverage, margin, and liquidity risk.
Mode of DeliveryFace to face
PrerequisitesNo
Recommended Optional Programme Components
Course Description
Course Contents
Recommended or Required Reading
Planned Learning Activities and Teaching Methods
  • Lecture
  • Discussion
  • Questions/Answers
Assessment Methods and Criteria
Quantity Percentage (%)
Mid-term 1 35
Total(%) 35
Contribution of In-term Studies to Overall Grade(%) 35
Contribution of Final Examination to Overall Grade(%) 65
Total(%) 100
ECTS Allocated Based on Student Workload
Activities Quantity Duration (Hour) Total Workload (Hour)
Midterm exam 1 3 3
Preparation for Quiz
Individual or group work 14 12 168
Preparation for Final exam 1 40 40
Course hours 14 3 42
Preparation for Midterm exam 1 30 30
Laboratory (including preparation)
Final exam 1 3 3
Homework 12 1.5 18
Total Work Load304
Total Work Load / 30 (h)10.13
ECTS Credit of the Course10
Language of InstructionTurkish
Work Placement(s)No
LO1 LO2 LO3 LO4 LO5 LO6 LO7
K1
K2
K3
K4
K5
K6
K7
K8
K9