Ders Adı | Kodu | Yarıyıl | T+U Saat | Kredi | AKTS |
---|---|---|---|---|---|
Derıvatıves Markets | MUH 610 | 0 | 3 + 0 | 3 | 6 |
Ön Koşul Dersleri | |
Önerilen Seçmeli Dersler | |
Dersin Dili | Türkçe |
Dersin Seviyesi | Doktora |
Dersin Türü | Seçmeli |
Dersin Koordinatörü | Dr.Öğr.Üyesi NURCAN KOSTAK |
Dersi Verenler | Prof.Dr. GÜLFEN TUNA, |
Dersin Yardımcıları | |
Dersin Kategorisi | Diğer |
Dersin Amacı | 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. |
Dersin İçeriği | Forward Contracts, Futures Contracts, Option Markets, Derivates Markets |
# | Ders Öğrenme Çıktıları | Öğretim Yöntemleri | Ölçme Yöntemleri |
---|---|---|---|
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, |
Hafta | Ders Konuları | Ön Hazırlık |
---|---|---|
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 |
Kaynaklar | |
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Ders Notu | |
Ders Kaynakları |
Sıra | Program Çıktıları | Katkı Düzeyi | |||||
---|---|---|---|---|---|---|---|
1 | 2 | 3 | 4 | 5 | |||
1 | Applicable / publishable academic outcomes | ||||||
2 | Applying advanced level research and analysis methodologies | ||||||
3 | Conducting deep critical literture research on original topics | ||||||
4 | Conducting research in the related field and identity the gaps in the literature | ||||||
5 | Awareness of ethical issues | ||||||
6 | Commitment on research ethics | ||||||
7 | Having advanced theoretical / practical knowledge | ||||||
8 | Critical review of related theories and concepts in the field | ||||||
9 | Can design and transfer a course content on a given subject | ||||||
10 | Use rethorical strategies appropriate to audience and purpose |
Değerlendirme Sistemi | |
---|---|
Yarıyıl Çalışmaları | Katkı Oranı |
1. Ara Sınav | 50 |
1. Ödev | 50 |
Toplam | 100 |
1. Yıl İçinin Başarıya | 50 |
1. Final | 50 |
Toplam | 100 |
AKTS - İş Yükü Etkinlik | Sayı | Süre (Saat) | Toplam İş Yükü (Saat) |
---|---|---|---|
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 |
Toplam İş Yükü | 142 | ||
Toplam İş Yükü / 25 (Saat) | 5,68 | ||
Dersin AKTS Kredisi | 6 |