MG1812 Valuation of Securities

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

Information

Code MG1812
Name Valuation of Securities
Term 2024-2025 Academic Year
Semester . Semester
Duration (T+A) 4-0 (T-A) (17 Week)
ECTS 10 ECTS
National Credit 4 National Credit
Teaching Language Türkçe
Level Doktora Dersi
Type Normal
Mode of study Yüz Yüze Öğretim
Catalog Information Coordinator Prof. Dr. YILDIRIM BEYAZIT ÖNAL


Course Goal / Objective

The overall objective of this course is to help learning about various analysis and valuation techniques used by investors, investment bankers, mutual fund managers, and others concerned with valuing the debt or equity of small, medium and large public and private companies.

Course Content

In this course capital markets, BIST's position in financial markets and the valuation of financial instruments such as bonds and equities will be discussed.

Course Precondition

None

Resources

1.Finansal Pazarlar Finansal Kurumlar ve Sermaye Pazarı Analizleri, S.Canbaş ve H.Doğukanlı 2.Yatırım Analizi ve Portföy Yönetimi, M. B. Karan 3.Sermaye Piyasası ve Menkul Değer Analizi, Ali Ceylan ve Turhan Korkmaz 4. Capital Market Instruments Analysis and valuation, Moorad Choudhry, Didier Joannas, Richard Pereira and Rod Pienaar, Palgrave Macmillan, Second edition, 2005 5.Bond Markets, Analysis and Strategies, Frank J. Fabozzi, Fourth Edition, Prentice Hall International, 2000

Notes

Analysis of Equity Investments: Valuation, John D. Stowe, Thomas R.Robinson, Jerald E. Pinto, Dennis W. Mc. Leavey, AIMR Publications, 2002


Course Learning Outcomes

Order Course Learning Outcomes
LO01 Has a general knowledge about how the financial markets work
LO02 Identifies financial securities and financial tools
LO03 Finds out about the evaluation process of securities
LO04 Recognizes diffrent portfolio management strategies


Relation with Program Learning Outcome

Order Type Program Learning Outcomes Level
PLO01 Bilgi - Kuramsal, Olgusal Explains the basic theoretical models for finance function 5
PLO02 Bilgi - Kuramsal, Olgusal Lists and identifies the theories that will contribute to the development of scientific methods and tools used in finance
PLO03 Bilgi - Kuramsal, Olgusal Investigates how to model theorems in finance field and how to associate these models with the the quantitive decision making techniques
PLO04 Bilgi - Kuramsal, Olgusal Explains how to interpret the findings as a result of the application of statistical and theoretical models used in financial management methods. 4
PLO05 Bilgi - Kuramsal, Olgusal Creates sufficient knowledge to find a solution to the problems that might arise 5
PLO06 Bilgi - Kuramsal, Olgusal Contributes to the applied business management by following the basic steps of the methods used in finance
PLO07 Bilgi - Kuramsal, Olgusal Achieves optimal results using techniques that help to increase the financial efficiency 5
PLO08 Bilgi - Kuramsal, Olgusal Encourages taking responsibility, claiming the lead and working effectively in a team and / or individually.
PLO09 Beceriler - Bilişsel, Uygulamalı Keeps track of the latest developments in the field as a recognition of the need for lifelong learning and constant renewal
PLO10 Beceriler - Bilişsel, Uygulamalı Utilizes scientific sources in the field, collect the data, synthesizes the obtained information and presents the outcomes effectively 4
PLO11 Yetkinlikler - Bağımsız Çalışabilme ve Sorumluluk Alabilme Yetkinliği Has a good command of Turkish, as well as at least one another foreign language in accordance with the requirements of academic and work life 4
PLO12 Yetkinlikler - Öğrenme Yetkinliği Implements new research methods that will contribute to the development of the finance field
PLO13 Yetkinlikler - Öğrenme Yetkinliği Develops new guidelines for the financial managers’ decision making processes by researching on sub-disciplines of the finance field.
PLO14 Yetkinlikler - Öğrenme Yetkinliği Designs appropriate financial approaches, applications and methodologies in accordance with the business sector and the market in which they operate 5


Week Plan

Week Topic Preparation Methods
1 An overview of the Financial Enviroment Reading the first chapter of Capital Market Instruments Analysis and valuation book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
2 Financial Securities Reading the first chapter of Capital Market Instruments Analysis and valuation book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
3 Stocks, Stock Valuation and Stock Market Equilibrium Reading the second chapter of Analysis of Equity Investments:Valuation book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
4 Stocks, Stock Valuation and Stock Market Equilibrium-2 Reading the second chapter of Analysis of Equity Investments:Valuation book-2 Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
5 Bonds, Bond Valuation and Interest Rates Reading the forth chapter of Analysis of Equity Investments:Valuation book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
6 Bond Yields and Term Structure of Interest Rates Reading the first chapter of Capital Market Instruments Analysis and valuation book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
7 TIPS, Treasury Strips, and other government bonds Reading the fifteenth chapter of Fixed Income Securities: Tools for Today s Markets book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
8 Mid-Term Exam Ölçme Yöntemleri:
Yazılı Sınav
9 TIPS, Treasury Strips, and other government bonds-2 Reading the fifteenth chapter of Fixed Income Securities: Tools for Today s Markets book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
10 The real risk free rate and Risk Premiums Reading the third chapter of Managing Credit Risk in Corporate Bond Portfolios book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
11 Duration and Bond Portfolios Reading the thirteen chapter of Managing Credit Risk in Corporate Bond Portfolios book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
12 Asset Backed Securities Reading the nineth chapter of Financial Markets and Securities book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
13 Asset Backed Securities-2 Reading the nineth chapter of Financial Markets and Securities book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
14 Active-Passive Portfolio Management Strategies Reading the twelveth chapter of Capital Market Instruments Analysis and valuation book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
15 Derivatives and Financial Options Reading the nineteenth chapter of Bond Markets, Analysis and Strategies book Öğretim Yöntemleri:
Anlatım, Tartışma, Alıştırma ve Uygulama
16 Term Exams Ölçme Yöntemleri:
Yazılı Sınav
17 Term Exams Ölçme Yöntemleri:
Yazılı Sınav


Student Workload - ECTS

Works Number Time (Hour) Workload (Hour)
Course Related Works
Class Time (Exam weeks are excluded) 14 4 56
Out of Class Study (Preliminary Work, Practice) 14 12 168
Assesment Related Works
Homeworks, Projects, Others 1 2 2
Mid-term Exams (Written, Oral, etc.) 1 12 12
Final Exam 1 24 24
Total Workload (Hour) 262
Total Workload / 25 (h) 10,48
ECTS 10 ECTS

Update Time: 07.05.2024 04:50