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
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