Course Name Code Semester T+U Hours Credit ECTS
Derivatives Markets MUH 610 0 3 + 0 3 6
Precondition Courses
Recommended Optional Courses
Course Language Turkish
Course Level Doctorate Degree
Course Type Optional
Course Coordinator ELMAS YALDIZ HANEDAR
Course Lecturers Prof.Dr. GÜLFEN TUNA,
Course Assistants
Course Category
Course Objective Derivative instruments and market-related risk management techniques as a finasal concept, teaching institutions and processes, and calculations and analysis related to derivative instruments to gain the skill.
Course Content Forward Contracts, Futures Contracts, Option Markets, Derivates Markets
# Course Learning Outcomes Teaching Methods Assessment Methods
1 The use of financial derivative instruments both as a means of risk management and derivatives market and gain the ability to take rational investment decisions. Lecture, Discussion, Drilland Practice, Simulation, Project Based Learning, Testing, Homework, Project / Design,
Week Course Topics Preliminary Preparation
1 Introduction to Risk Management and Derivative Products
2 Forward Contracts
3 Prevention of interest risk by Forward Contracts
4 Prevention of foreign exchange risk by Forward Contracts
5 Futures Contracts
6 Prevention of interest risk by Futures Contracts
7 Prevention of foreign exchange risk by Future Contracts
8 Option markets
9 Factors Affecting the Price of the option
10 Black & Scholes Option Pricing Model
11 Hedging in Options
12 Swap Markets
13 Derivates Market in Turkey
14 Derivates Market in Turkey
Resources
Course Notes
Course Resources
Evaluation System
Semester Studies Contribution Rate
1. Ara Sınav 50
1. Ödev 50
Total 100
1. Yıl İçinin Başarıya 50
1. Final 50
Total 100
ECTS - Workload Activity Quantity Time (Hours) Total Workload (Hours)
Course Duration (Including the exam week: 16x Total course hours) 16 3 48
Hours for off-the-classroom study (Pre-study, practice) 16 4 64
Mid-terms 1 5 5
Quiz 1 5 5
Assignment 1 10 10
Final examination 1 10 10
Total Workload 142
Total Workload / 25 (Hours) 5.68
dersAKTSKredisi 6