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COURSE UNIT TITLECOURSE UNIT CODESEMESTERTHEORY + PRACTICE (Hour)ECTS
DERIVATIVE INSTRUMENTS AND MARKETS BANK485 Seventh Term (Fall) 3 + 0 5

TYPE OF COURSE UNITCompulsory Course
LEVEL OF COURSE UNITBachelor's Degree
YEAR OF STUDY4
SEMESTERSeventh Term (Fall)
NUMBER OF ECTS CREDITS ALLOCATED5
NAME OF LECTURER(S)Professor Özge Sezgin Alp
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
MODE OF DELIVERYFace to face
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 General information about Futures Market, Derivatives in the World
2nd Week General information about Derivatives(VOB), Agreements operating in VOB
3rd Week Agreements of Derivatives, Pricing of Derivative Agreements
4th Week Portfolio Management Game in a Manmade Purchase-Sale Platform
5th Week Cases about Derivative Agreements, Operations aiming Protection, Investment and Arbitrage, Cases about Derivative Agreements Propagation Operations
6th Week 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, SPAN Colletarization Method, PC-SPAN Application
11th Week Operations Composed in Global Accounts
12th Week 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
Project120
Total(%)50
Contribution of In-term Studies to Overall Grade(%)50
Contribution of Final Examination to Overall Grade(%)50
Total(%)100
ECTS WORKLOAD
Activities Number Hours Workload
Midterm exam111
Preparation for Quiz
Individual or group work14342
Preparation for Final exam13030
Course hours14342
Preparation for Midterm exam12020
Laboratory (including preparation)
Final exam111
Homework
Project11010
Total Workload146
Total Workload / 304,86
ECTS Credits of the Course5
LANGUAGE OF INSTRUCTIONTurkish
WORK PLACEMENT(S)No
  

KEY LEARNING OUTCOMES (KLO) / MATRIX OF LEARNING OUTCOMES (LO)
LO1LO2LO3LO4LO5
K1         
K2         
K3         
K4         
K5  X   X   X   X   X
K6         
K7