GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION

DERIVATIVE SECURITIES/1240047

Course Title:	DERIVATIVE SECURITIES
Credits	3	ECTS	7.5
Semester	1	Compulsory/Elective	Elective

COURSE INFO

-- LANGUAGE OF INSTRUCTION

Turkish

-- NAME OF LECTURER(S)

Prof. Dr. Kürşat YALÇINER

-- WEB SITE(S) OF LECTURER(S)

http://websitem.gazi.edu.tr/site/yalciner

-- EMAIL(S) OF LECTURER(S)

yalciner@gazi.edu.tr

-- LEARNING OUTCOMES OF THE COURSE UNIT

Learns financial risk and components of financial risk (exchange rate risk, interest rate risk, stock price volatility risk)
Learns the use of financial instruments
Learns the pricing of financial instruments and important factors affecting the pricing
Learns how individuals and financial institutions manage risk (exchange rate risk and interest rate risks etc.) through financial instruments
Learns the strategies with financial instruments, to be implemented in future business life

-- 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

There is no recommended optional programme component for this course.

--COURSE CONTENT
1. Week	Financial risk and its components
2. Week	Derivatives market and financial derivatives
3. Week	Factoring
4. Week	Forfaiting
5. Week	Leasing
6. Week	Venture Capital
7. Week	Swap
8. Week	MidTerm exam
9. Week	Forward
10. Week	Futures
11. Week	Option
12. Week	Option pricing strategies
13. Week	Mortgage
14. Week	Securitization and securities
15. Week	review
16. Week	final exam

-- RECOMMENDED OR REQUIRED READING

Finansal Teknikler Türev Araçlar,Cihan Tanrıöven,Çiğdem Kurt,Emine Ebru Aksoy,Hasan Bal,Kürşat Yalçıner,Detay Yayıncılık,2011

-- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS

Lecture

-- WORK PLACEMENT(S)

Not Applicable

-- ASSESSMENT METHODS AND CRITERIA

	Quantity	Percentage
Mid-terms	1	40
Assignment	0	0
Exercises	0	0
Projects	0	0
Practice	0	0
Quiz	0	0
Contribution of In-term Studies to Overall Grade		40
Contribution of Final Examination to Overall Grade		60

-- WORKLOAD

Efficiency	Total Week Count	Weekly Duration (in hour)	Total Workload in Semester
Theoretical Study Hours of Course Per Week	14	3	42
Practising Hours of Course Per Week			0
Reading	7	4	28
Searching in Internet and Library	7	4	28
Designing and Applying Materials			0
Preparing Reports	6	4	24
Preparing Presentation			0
Presentation	6	4	24
Mid-Term and Studying for Mid-Term	7	3	21
Final and Studying for Final	7	3	21
Other			0
TOTAL WORKLOAD:			188
TOTAL WORKLOAD / 25:			7.52
ECTS:			7.5

-- COURSE'S CONTRIBUTION TO PROGRAM

NO	PROGRAM LEARNING OUTCOMES	1	2	3	4	5
1	Learns the fundamental principles and concepts of financial management					X
2	Follows up to date academic papers and new trends in financial management					X
3	Learns the functions and operations of national and international financial markets					X
4	Gains the ability of analyzing and solving all sorts of possible financial problems that firms confront with					X
5	Learns the working capital management and management of short term liabilities and current assets					X
6	Learns the financial instruments used in national and international markets. Understands the analysis and valuation of these instruments					X
7	Knows the fundamental accounting principles and financial statement analysis					X
8	Learns new financial instruments and derivatives market. Knows the valuation of financial derivatives					X
9	Understands both fundamental teories and new academic works and makes comparative analysis of financial teories					X
10	Learns investment analysis and portfolio management					X
11	Gains practical and teoretical financial information necessary for an entrepreneur to evaluate alternative investments, to make investment decision and management of the invested firm					X
12	Deeply review the literature regarding the cost of capital, optimal capital structure and dividend policies					X
13	Learns fundamental financial models and portfolio theories					X
14	Understands the financial and econometric models to value stocks and bonds and apply these models to the financial instruments in the market					X

Gazi University

Information Package

Programme Information

Search

GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR