MG1807 Risk Management and Derivatives I

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

Information

Code MG1807
Name Risk Management and Derivatives I
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 statistical tools used in future markets are introduced

Course Precondition

None

Resources

Related boks Finansal 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 Futures and Options Markets


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. 2
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 2


Week Plan

Week Topic Preparation Methods
1 Introduction to Risk Management: Financial Engineering, hedging Reading the first chapter of the book of Risk Management Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
2 Introduction to Risk Management: Financial Engineering, hedging-2 Reading the first chapter of the book of Risk Management-2 Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
3 Effect of Risk Management on Firm Value Reading the 2. chapter of the book of Financial Engineering Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
4 Effect of Risk Management on Firm Value-2 Reading the 2. chapter of the book of Financial Engineering-2 Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
5 Financial Price Risk: Commodity Price, Interest Rate and Exchange Rate Reading the 1. chapter of the book of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
6 Financial Price Risk: Commodity Price, Interest Rate and Exchange Rate-2 Reading the 2. chapter of the book of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
7 Financial Price Risk Reading the 2. chapter of the book of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
8 Mid-Term Exam Studying for exam Ölçme Yöntemleri:
Yazılı Sınav
9 Financial Price Risk-2 Reading the 2. chapter of the book of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
10 Financial Price Risk-3 Reading the 2. chapter of the book of Managing Financial Risk-2 Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
11 The use of forward contracts in financial risk management: FRA Contracts Reading the 8. and 9. chapters of the book of Risk Management and 4. and 5. chapters of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
12 The use of forward contracts in financial risk management and basis risk Reading the 8. and 9. chapters of the book of Risk Management and 4. and 5. chapters of Managing Financial Risk-2 Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
13 The use of forward contracts in financial risk management and basis risk-2 Reading the 10. chapters of the book of Risk Management and 6. and 7. chapters of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
14 Interest rate Futures Reading the 10. chapters of the book of Risk Management and 6. and 7. chapters of Managing Financial Risk Öğretim Yöntemleri:
Anlatım, Alıştırma ve Uygulama
15 Interest rate Futures-2 Reading the first chapter of Derivative Instruments Licensing Guide Öğretim Yöntemleri:
Anlatım, 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