MG1703 Financial Risk Management and Derivatives

4 ECTS - 3-0 Duration (T+A)- . Semester- 3 National Credit

Information

Code MG1703
Name Financial Risk Management and Derivatives
Term 2023-2024 Academic Year
Semester . Semester
Duration (T+A) 3-0 (T-A) (17 Week)
ECTS 4 ECTS
National Credit 3 National Credit
Teaching Language Türkçe
Level Yüksek Lisans Dersi
Type Normal
Mode of study Yüz Yüze Öğretim
Catalog Information Coordinator Prof. Dr. HATİCE DOĞUKANLI


Course Goal / Objective

The objective of this course is to introduce the tools which enable to avoid risks arising from the liberalization of financial markets and to teach the implementation methods of these tools

Course Content

In this course, the concept of risk and its calculations, and the techniques and tools used in future markets are introduced

Course Precondition

None

Resources

Related booksFinansal Risk Yönetimi ve Türev Araçlar, Hatice Doğukanlı SPK Lisanslama Rehberleri

Notes

Related Articles Data from VİOP


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Learns about the general concepts of risk and its classifications
LO02 Identifies the techniques in debt management
LO03 Finds out about the futures market
LO04 Recognizes about the options and its diffrent types


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal 1.Defining the concepts of Finance Management, Accounting Management, Production Management, Marketing Management, Management and Organization and Quantitative Methods and explaining their relations with each other. 1
PLO02 Bilgi - Kuramsal, Olgusal 2.Comparison by defining the theories and models of business management, numerical and statistical methods. 2
PLO03 Bilgi - Kuramsal, Olgusal 3. Accessing and interpreting information using scientific research methods.
PLO04 Bilgi - Kuramsal, Olgusal 4. Application of theory and models, numerical and statistical methods in business management. 2
PLO05 Bilgi - Kuramsal, Olgusal 5. Interpreting the results of theory and models, numerical and statistical methods applied in business management. 3
PLO06 Beceriler - Bilişsel, Uygulamalı 6. To be able to determine the appropriate methods for the solution of the business problems encountered. 2
PLO07 Beceriler - Bilişsel, Uygulamalı 7. To be able to follow and apply the basic steps of business process management.
PLO08 Beceriler - Bilişsel, Uygulamalı 8. To be able to reach the most appropriate result by using basic numerical and statistical analysis programs. 2
PLO09 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği 9. Working in accordance with the objectives as a project manager or participant. 3
PLO10 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği 10. Taking an active role by taking responsibility individually and/or within the team.
PLO11 Yetkinlikler - Öğrenme Yetkinliği 11. Continuous self-development by following current developments with the awareness that the research and learning process continues throughout life. 4
PLO12 Yetkinlikler - Öğrenme Yetkinliği 12. To produce new information from the data obtained from scientific sources within the framework of academic rules and to interpret them effectively. 3
PLO13 Yetkinlikler - Öğrenme Yetkinliği 13. To be able to associate the knowledge gained in the field of business with the knowledge in different fields. 2
PLO14 Yetkinlikler - İletişim ve Sosyal Yetkinlik 14. To be able to communicate with the parties verbally and in writing in accordance with the requirements of academic and business life.
PLO15 Yetkinlikler - İletişim ve Sosyal Yetkinlik 15. To present effectively by synthesizing the information obtained from the sources related to the field within the framework of academic rules. 3
PLO16 Yetkinlikler - Alana Özgü Yetkinlik 16.Behaving in accordance with ethical and legal issues encountered in business science and business professions. 2
PLO17 Yetkinlikler - Alana Özgü Yetkinlik 17. To make original researches about all the basic functions of the business in accordance with scientific, institutional and social ethics.
PLO18 Yetkinlikler - Alana Özgü Yetkinlik 18. Identifying existing problems with a critical point of view and suggesting solutions. 3


Week Plan

Week Topic Preparation Methods
1 Introduction to risk management Reading the first chapter of the book of financial markets Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
2 Risk and its types Reading the 8th chapter of the book of financial markets Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
3 The measurement of risk Reading the 5th chapter of the book of investment analysis Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
4 Financial risk management and futures markets Reading the first chapter of Derivative Instruments Licensing Guide Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
5 Futures markets contracts Reading the first chapter of Derivative Instruments Licensing Guide Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
6 Futures markets contracts-2 Reading the 2nd chapter of Derivative Instruments Licensing Guide Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
7 Futures markets contracts-3 Reading the 3rd chapter of Derivative Instruments Licensing Guide Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
8 Mid-Term Exam Studying for exam Ölçme Yöntemleri:
Yazılı Sınav
9 Options contracts Reading the 7th chapter of Derivative Instruments Licensing Guide Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
10 Options contracts-2 Reading the relevant chapter of the book of investment analysis Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
11 Option Valuation Models Reading the 21st chapter of the book of investment analysis Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
12 Option Valuation Models-2 Reading the 6th chapter of the Financial Management book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
13 Swaps-1 Reading the 6th chapter of the Financial Management book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
14 Swaps-2 Reading the 6th chapter of the Financial Management book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
15 Overview of the topics covered Revising the relevant chapters Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
16 Term Exams Studying for exam Ölçme Yöntemleri:
Yazılı Sınav
17 Term Exams Studying for exam Ölçme Yöntemleri:
Yazılı Sınav


Student Workload - ECTS

Works Number Time (Hour) Workload (Hour)
Course Related Works
Class Time (Exam weeks are excluded) 14 3 42
Out of Class Study (Preliminary Work, Practice) 14 3 42
Assesment Related Works
Homeworks, Projects, Others 0 0 0
Mid-term Exams (Written, Oral, etc.) 1 7 7
Final Exam 1 18 18
Total Workload (Hour) 109
Total Workload / 25 (h) 4,36
ECTS 4 ECTS

Update Time: 09.05.2023 02:34