GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
RISK MANAGEMENT ON FISCAL MARKETS/7700042
Course Title: RISK MANAGEMENT ON FISCAL MARKETS
Credits 3 ECTS 7.5
Semester 1 Compulsory/Elective Elective
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
   Turkish
 -- NAME OF LECTURER(S)
   Assoc. Prof. Seher Nur Sulku
 -- WEB SITE(S) OF LECTURER(S)
   websitem.gazi.edu.tr/site/nursulku
 -- EMAIL(S) OF LECTURER(S)
   nursulku@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
The aim of this course is to define the risk exposure of the financial systems and products and to introduce the methods of measuring the risk.
The course participants will also learn how to interpret the results of these methods.







 -- MODE OF DELIVERY
   The mode of delivery of this course is Face to face
 -- PREREQUISITES AND CO-REQUISITES
   There is no prerequisite or co-requisite for this course.
 -- RECOMMENDED OPTIONAL PROGRAMME COMPONENTS
   7700050 Mathematical Finance
 --COURSE CONTENT
1. Week   What is risk? Definitions and basic concepts
2. Week   Development of Risk Management
3. Week   Types of risk, financial risks
4. Week   Financial Products: Concepts and Definitions
5. Week   Financial markets, functions and basic properties
6. Week   Value of Money and financial risk measurement
7. Week   Value at risk: Investment, return and risk management
8. Week   Midterm
9. Week   Financial market risk: Value of bills, bonds and stocks
10. Week   Black-Schole model and applications
11. Week   Profolio management under uncertainty
12. Week   Risk management methods and models
13. Week   Risk management methods and models
14. Week   Lab Application on risk management
15. Week   Lab Application on risk management
16. Week   Final
 -- RECOMMENDED OR REQUIRED READING
   *Value at Risk, the New Benchmark for Controlling Market Risk, Philippe Jorion, 1997, Irwin Professional Pub, Chicago. *Riske Maruz Değer Hesaplama Yöntemleri; Hasan Şahin, 2004, Turhan Yayınevi. *Finansal Risk Analizine Giriş; Aşır Genç, Melih Bektaş, Nuri Çelik, 2008, Konya. *Implementing Value at Risk; Philip Best,1998, John Wiley & Sons. *Financial Economics (2nd Edition); Zvi Bodie, Robert Merton, David Cleeton, 2009, Prentice Hall Series in Finance.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
   Lecture, Question & Answer, Demonstration, Practise
 -- WORK PLACEMENT(S)
   None
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
30
 Assignment
2
10
 Exercises
1
10
 Projects
0
0
 Practice
0
0
 Quiz
0
0
 Contribution of In-term Studies to Overall Grade  
50
 Contribution of Final Examination to Overall Grade  
50
 -- WORKLOAD
 Efficiency  Total Week Count  Weekly Duration (in hour)  Total Workload in Semester
 Theoretical Study Hours of Course Per Week
12
3
36
 Practising Hours of Course Per Week
2
3
6
 Reading
14
2
28
 Searching in Internet and Library
12
2
24
 Designing and Applying Materials
14
1
14
 Preparing Reports
12
2
24
 Preparing Presentation
12
2
24
 Presentation
1
3
3
 Mid-Term and Studying for Mid-Term
7
2
14
 Final and Studying for Final
7
2
14
 Other
0
 TOTAL WORKLOAD: 
187
 TOTAL WORKLOAD / 25: 
7.48
 ECTS: 
7.5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1Having the professional expertise and skills on theoretical and practical aspect of econometrics.X
2Having appropriate behavior of econometricsin the field of social, scientific, cultural and ethical values, applicability of gained knowledge and skills in accordance with the principle of responsibility to social and working life.X
3Having skills about selecting, using and evaluating of appropriate econometrics and statistical programming methods, based on theoretical and practical knowledge acquired in the field related to the current problems faced by.X
4Having skills to work with the team for reach fruitful results in interdisciplinary and interdisciplinary studies.X
5Having knowledge of research methods in the field of institutions and organizations planning projects, managing in order to conduct independent research.X
6Using some of the advanced level econometrics and statistical software programs.X
7Having skills about information system related to the fields in working life.X
8Having qualities for analytical thinking, prospecting and bring scientific solutions to problems as a researcher.X
9Having skills to comprehension, application and evaluation about terms and basic theory of operational research.X
10Having the professional expertise and skills on theoretical and practical aspects of operational research.X