At the end of this course, the students; 1) General information about Futures Market 2) Financial Tools Operating in Futures Market 3) Purchase-Sale Strategies 4) Future Exchange Markets in the World 5) Structure and Operation of Derivatives and Options Market, Agreements operating in Options Market 6) Portfolio Management Game in a Manmade Purchase-Sale Platform
MODE OF DELIVERY
E-Learning
PRE-REQUISITES OF THE COURSE
No
RECOMMENDED OPTIONAL PROGRAMME COMPONENT
None
COURSE DEFINITION
The derivatives and the related markets will be lectured. The main objective of the course is to inform the students about the concept of derivative tools, derivative products both on theoretical and practical basis. At the end of the course the students will be familiar with the derivatives concept and the products used in the derivatives market as well as the general functioning of the derivatives market.
COURSE CONTENTS
WEEK
TOPICS
1st Week
Derivatives in the World, General information about Derivatives(VOB), Agreements operating in VOB
2nd Week
Agreements of Derivatives, Pricing of Derivative Agreements
3rd Week
Portfolio Management Game in a Manmade Purchase-Sale Platform
4th Week
Cases about Derivative Agreements
5th Week
Operations aiming Protection, Investment and Arbitrage
6th Week
Propagation Operations, Full Protection Operations
7th Week
Options Agreements, Pricing of Options Agreements
8th Week
MIDTERM
9th Week
Options Strategies, Option Agreements Operating in VOB
10th Week
Risk Management in VOB
11th Week
SPAN Colletarization Method, PC-SPAN Application
12th Week
Operations Composed in Global Accounts, Colletarization in Global Accounts
13th Week
Portfolio Management Game in a Manmade Purchase-Sale Platform
14th Week
Future of Futures Market, Current Projects
RECOMENDED OR REQUIRED READING
1) İhsan Ersan, Finansal Türevler, Literatür Yayıncılık, İstanbul-1997 2) Halil SEYİDOĞLU, Uluslararası Finans, İstanbul 2003 3) İhsan Ersan, Finansal Türevler, Literatür Yayıncılık, İstanbul-1997 4) Halil SEYİDOĞLU, Uluslararası Finans, İstanbul 2003 5) VOB Vadeli İşlem ve Opsiyon Borsası, Türev Araçlar Lisanslama Rehberi, Vadeli İşlem ve Opsiyon Borsası A.Ş., Temmuz 2004 6) VOB Vadeli İşlem ve Opsiyon Borsası, Türev Araçlar Lisanslama Rehberi, Vadeli İşlem ve Opsiyon Borsası A.Ş., Temmuz 2004
PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
Lecture,Discussion,Questions/Answers
ASSESSMENT METHODS AND CRITERIA
Quantity
Percentage(%)
Mid-term
1
30
Project
1
10
Total(%)
40
Contribution of In-term Studies to Overall Grade(%)
40
Contribution of Final Examination to Overall Grade(%)
60
Total(%)
100
ECTS WORKLOAD
Activities
Number
Hours
Workload
Midterm exam
1
1
1
Preparation for Quiz
2
3
6
Individual or group work
14
3
42
Preparation for Final exam
1
30
30
Course hours
14
3
42
Preparation for Midterm exam
1
20
20
Laboratory (including preparation)
Final exam
1
1
1
Homework
1
3
3
Total Workload
145
Total Workload / 30
4,83
ECTS Credits of the Course
5
LANGUAGE OF INSTRUCTION
Turkish
WORK PLACEMENT(S)
No
KEY LEARNING OUTCOMES (KLO) / MATRIX OF LEARNING OUTCOMES (LO)