TÜRKÇE
ENGLISH
Information
| Code | MG1703 |
| Name | Financial Risk Management and Derivatives |
| Term | 2024-2025 Academic Year |
| Term | Spring |
| 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 Instructor |
1 |
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 | ||