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COURSE UNIT TITLECOURSE UNIT CODESEMESTERTHEORY + PRACTICE (Hour)ECTS
DERIVATIVE PRODUCTS AND FUTURE CONTRACT MARKETS TBS454 - 3 + 0 5

TYPE OF COURSE UNITElective Course
LEVEL OF COURSE UNITBachelor's Degree
YEAR OF STUDY-
SEMESTER-
NUMBER OF ECTS CREDITS ALLOCATED5
NAME OF LECTURER(S)-
LEARNING OUTCOMES OF THE COURSE UNIT 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 DELIVERYE-Learning
PRE-REQUISITES OF THE COURSENo
RECOMMENDED OPTIONAL PROGRAMME COMPONENTNone
COURSE DEFINITIONThe 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
WEEKTOPICS
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 READING1) 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 METHODSLecture,Discussion,Questions/Answers
ASSESSMENT METHODS AND CRITERIA
 QuantityPercentage(%)
Mid-term130
Project110
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 exam111
Preparation for Quiz236
Individual or group work14342
Preparation for Final exam13030
Course hours14342
Preparation for Midterm exam12020
Laboratory (including preparation)
Final exam111
Homework133
Total Workload145
Total Workload / 304,83
ECTS Credits of the Course5
LANGUAGE OF INSTRUCTIONTurkish
WORK PLACEMENT(S)No
  

KEY LEARNING OUTCOMES (KLO) / MATRIX OF LEARNING OUTCOMES (LO)
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K7  X   X   X   X   X   X