MG1808 Risk Management and Derivatives II

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

Information

Code MG1808
Name Risk Management and Derivatives II
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. 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

MG1807 Risk Yönetimi ve Türev Finansal Araçlar I

Resources

Related BooksFinansal Risk Yönetimi ve Türev Araçlar, Hatice Doğukanlı SPK Lisanslama Rehberleri Futures and Options, Siegel and Siegel Options, Futures and Other Derivatives, Hull Managing Financial Risk, Smihhson, Smith and Wilford

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 Explains the basic theoretical models for finance function 1
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 2
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. 2
PLO05 Bilgi - Kuramsal, Olgusal Creates sufficient knowledge to find a solution to the problems that might arise 3
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
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 3
PLO10 Beceriler - Bilişsel, Uygulamalı Utilizes scientific sources in the field, collect the data, synthesizes the obtained information and presents the outcomes effectively
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 3
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 2


Week Plan

Week Topic Preparation Methods
1 Stock Index Futures: Pricing and Hedging Reading the p. 137-150 of Derivative Instruments Licensing Guide Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
2 Stock Index Futures: Pricing and Hedging-2 Reading the p. 150-166 of Derivative Instruments Licensing Guide Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
3 Currency and Commodity Futures: Pricing and hedging Reading the p. 80-89 of Derivative Instruments Licensing Guide Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
4 Currency and Commodity Futures: Pricing and hedging-2 Reading the p. 89-99 of Derivative Instruments Licensing Guide-2 Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
5 Currency and Commodity Futures: Pricing and hedging-3 Reading the 12. chapters of the book of Risk Management and 6. and 10. chapters of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
6 Option Contracts and Risk Management Reading the 12. chapters of the book of Risk Management and 6. and 10. chapters of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
7 Option Contracts and Risk Management-2 Reading the 12. chapters of the book of Risk Management and 6. and 11. chapters of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
8 Mid-Term Exam Studying for exam Ölçme Yöntemleri:
Yazılı Sınav
9 Option Contracts and Risk Management-3 Reading the 12. chapters of the book of Risk Management and 6. and 11. chapters of Managing Financial Risk-2 Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
10 Option Pricing Model: Binomal OFM and Black and Scholes Reading the 12. chapters of the book of Risk Management and 6. and 11. chapters of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
11 Option Pricing Model: Binomal OFM and Black and Scholes -2 Reading the 13. chapters of the book of Risk Management and 6. and 12-13 chapters of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
12 Options and Futures Contracts Reading the 13. chapters of the book of Risk Management and 6. and 12-13 chapters of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
13 Options and Futures Contracts-2 Reading the 13. chapters of the book of Risk Management and 6. and 8. chapters of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
14 Swap Contracts and financial risk management; CDS market Reading the 13. chapters of the book of Risk Management and 6. and 8. chapters of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
15 Swap Contracts and financial risk management; CDS market-2 Reading the 13. chapters of the book of Risk Management and 6. and 8. chapters of Managing Financial Risk-2 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 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