| Course Type | Elective Course |
|---|
| Course Level | Doctorate Of Science |
|---|
| Year of Study | - |
|---|
| Semester | - |
|---|
| ECTS | 10 |
|---|
| Name of Lecturer(s) |
|
| Learning Outcomes |
At the end of this course, the students;
- Understand credit risks faced by firms, both financial and non-financial
- Gain an ability to apply the basic principles of measurement, data analysis, and design of experiments
- Learn techniques to identify and measure credit risks
- Understand how derivatives and risk management techniques can be used to manage credit risks and advance the strategic goals of the firm
- Gain an ability to discuss current research trends and possible future development
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | None |
|---|
| Course Description | Concepts of market and market actors, market equilibrium, cash flow, interest computations in engineering, repo market strategies, dynamic repetition method, the dynamics of option, pricing tools, portfolio theory, Markowitz's Model. |
|---|
| Course Contents |
| WEEK |
TOPICS |
|
1st Week |
Financial securities and markets, Fundamentals of Economics |
|
2nd Week |
Overview of the Turkish economy |
|
3rd Week |
Financial statements; Balance-Sheet, Income Statement and Cash Flow |
|
4th Week |
Statement |
|
5th Week |
Financial statements analysis |
|
6th Week |
Financial Ratio Analysis: Liquidity ratios, Financial statement ratios |
|
7th Week |
and profitability ratios |
|
8th Week |
Financial performance measurement application of the firms-real case |
|
9th Week |
studies |
|
10th Week |
Time value of money, risk and rates of return |
|
11th Week |
Midterm Exam |
|
12th Week |
Capital budgeting techniques |
|
13th Week |
Monte-Carlo simulation and Value-at-Risk (VaR) measures |
|
14th Week |
Risk Management in Financial Instituitons sources of risk and |
|
15th Week |
measuring market risk, credit risk, operational risks |
|
16th Week |
Risk Management in Financial Instituitons- real case study |
|
17th Week |
financing requirements of companies and corporate-commercial banking |
|
18th Week |
Introduction to derivative securities and markets |
|
19th Week |
Presentation of projects |
|
| Recommended or Required Reading | 1. Weston , J.F., Brigham, E.F., Essential of Manegerial Finance, Ninth Ed., Yhe Dryden Press, 1990
2. Higgins, R.C., Analysis for financial Manegement, Fourth Ed., Irwin, 1995
3. Luenberger, D.G., Investment Science, Oxford University Press, 1998
4. Kent Baker, Gary Powell, Understanding Financial Management: A Practical Guide April 2005, Wiley-Blackwell |
|---|
| Planned Learning Activities and Teaching Methods |
- Lecture
- Questions/Answers
- Problem Solving
- Practice
- Presentation
|
|---|
| Assessment Methods and Criteria |
|
Quantity |
Percentage (%) |
| Mid-term |
1 |
30 |
| Assignment |
2 |
10 |
| Quiz |
4 |
20 |
| Total(%) |
|
60 |
| Contribution of In-term Studies to Overall Grade(%) |
|
60 |
| Contribution of Final Examination to Overall Grade(%) |
|
40 |
| 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 |
7 |
4 |
28 |
| Preparation for Final exam |
1 |
72 |
72 |
| Course hours |
14 |
3 |
42 |
| Preparation for Midterm exam |
1 |
48 |
48 |
| Laboratory (including preparation) |
|
|
|
| Final exam |
1 |
2 |
2 |
| Homework |
4 |
2 |
8 |
| Project |
1 |
48 |
48 |
| Article Presentation |
1 |
48 |
48 |
| Total Work Load | 298 |
| Total Work Load / 30 (h) | 9.93 |
| ECTS Credit of the Course | 10 |
|
| Language of Instruction | Turkish |
|---|
| Work Placement(s) | No |
|---|
