Faculty Of Economıc, Admınıstratıve And Socıal Scıences
Internatıonal Fınance ( Englısh )
Course Information
| DERIVATIVE INSTRUMENTS AND RISK MANAGEMENT | |||||
|---|---|---|---|---|---|
| Code | Semester | Theoretical | Practice | National Credit | ECTS Credit |
| Hour / Week | |||||
| INF314 | Spring | 3 | 0 | 3 | 5 |
| Prerequisites and co-requisites | |
|---|---|
| Language of instruction | English |
| Type | Elective |
| Level of Course | Bachelor's |
| Lecturer | |
| Mode of Delivery | Face to Face |
| Suggested Subject | |
| Professional practise ( internship ) | None |
| Objectives of the Course | The aim of this course is to give information about the usage of derivative instruments and market applications. |
| Contents of the Course | History of Derivative Instruments, Forward and Futures Usage Areas, Differences Between Forward and Futures, Option and Swap Contracts, Risk Management |
Learning Outcomes of Course
| # | Learning Outcomes |
|---|---|
| 1 | Define the derivative products |
| 2 | Understanding the usage areas of derivative instruments |
| 3 | Use derivative instruments in risk management |
| 4 | To be able to define the difference between derivative instruments |
Course Syllabus
| # | Subjects | Teaching Methods and Technics |
|---|---|---|
| 1 | Basic concepts related to derivative instruments | Lecture, Discussion |
| 2 | Derivatives market | Lecture, Discussion |
| 3 | Forward transactions | Lecture, Discussion, Case study |
| 4 | Futures transactions | Lecture, Discussion, Case study |
| 5 | Options-I | Lecture, Discussion, Case study |
| 6 | Options II | Lecture, Discussion, Case study |
| 7 | An Overview | Lecture, Discussion, Case study |
| 8 | Mid-term exam | |
| 9 | Different Option Agreements | Lecture, Discussion, Case study |
| 10 | Swaps | Lecture, Discussion, Case study |
| 11 | Use of derivative instruments in risk management | Lecture, Discussion, Case study |
| 12 | Pricing of Derivatives | Lecture, Discussion, Case study |
| 13 | Derivative Strategies | Lecture, Discussion, Case study |
| 14 | An overview | Lecture, Discussion, Case study |
| 15 | Final Exam | |
| 16 | Final Exam |
Course Syllabus
| # | Material / Resources | Information About Resources | Reference / Recommended Resources |
|---|---|---|---|
| 1 | Chorofas D., Derivative Financial Instruments | ||
| 2 | Hull John, Options, Futures and Other Derivatives, |
Method of Assessment
| # | Weight | Work Type | Work Title |
|---|---|---|---|
| 1 | 40% | Mid-Term Exam | Mid-Term Exam |
| 2 | 60% | Final Exam | Final Exam |
Relationship between Learning Outcomes of Course and Program Outcomes
| # | Learning Outcomes | Program Outcomes | Method of Assessment |
|---|---|---|---|
| 1 | Define the derivative products | 1 | 1͵2 |
| 2 | Understanding the usage areas of derivative instruments | 1͵2͵4 | 1͵2 |
| 3 | Use derivative instruments in risk management | 1͵2͵4 | 1͵2 |
| 4 | To be able to define the difference between derivative instruments | 1͵2͵4 | 1͵2 |
Work Load Details
| # | Type of Work | Quantity | Time (Hour) | Work Load |
|---|---|---|---|---|
| 1 | Course Duration | 14 | 3 | 42 |
| 2 | Course Duration Except Class (Preliminary Study, Enhancement) | 14 | 6 | 84 |
| 3 | Presentation and Seminar Preparation | 0 | 0 | 0 |
| 4 | Web Research, Library and Archival Work | 0 | 0 | 0 |
| 5 | Document/Information Listing | 0 | 0 | 0 |
| 6 | Workshop | 0 | 0 | 0 |
| 7 | Preparation for Midterm Exam | 1 | 9 | 9 |
| 8 | Midterm Exam | 1 | 1 | 1 |
| 9 | Quiz | 0 | 0 | 0 |
| 10 | Homework | 0 | 0 | 0 |
| 11 | Midterm Project | 0 | 0 | 0 |
| 12 | Midterm Exercise | 0 | 0 | 0 |
| 13 | Final Project | 0 | 0 | 0 |
| 14 | Final Exercise | 0 | 0 | 0 |
| 15 | Preparation for Final Exam | 1 | 13 | 13 |
| 16 | Final Exam | 1 | 1 | 1 |
| 150 | ||||