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COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
UTFB 428RISK MANAGEMENT AND DERIVATIVE PRODUCTS3 + 06th Semester5

COURSE DESCRIPTION
Course Level Bachelor's Degree
Course Type Elective
Course Objective To explain sources and management of financial risk, and to introduce derivative products used in risk management
Course Content Sources of risk, portfolio models, Pricing Model of Capital Asset , Pricing Model of Arbitrage, assets and liabilities management, Forward Markets, Futures, Options Markets, Swap markets
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1-Learns the sources of financial risk, management and derivatives used in risk management
1-Learns the sources of financial risk, management and derivatives used in risk management

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10PO 11PO 12
LO 001            
Sub Total            
Contribution000000000000

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)14342
Hours for off-the-classroom study (Pre-study, practice)13339
Assignments11010
Mid-terms11313
Final examination12626
Total Work Load

ECTS Credit of the Course






130

5
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2020-2021 Summer1HAKAN AYGÖREN


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Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
UTFB 428 RISK MANAGEMENT AND DERIVATIVE PRODUCTS 3 + 0 1 Turkish 2020-2021 Summer
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Prof. Dr. HAKAN AYGÖREN haygoren@pau.edu.tr İİBF C0302 %70
Goals To explain sources and management of financial risk, and to introduce derivative products used in risk management
Content Sources of risk, portfolio models, Pricing Model of Capital Asset , Pricing Model of Arbitrage, assets and liabilities management, Forward Markets, Futures, Options Markets, Swap markets
Topics
WeeksTopics
1 INTRODUCTION
2 FACTORING
3 FORFEITING
4 LEASING
5 FORWARD AND FUTURES CONTRACTS
6 FORWARD AND FUTURES CONTRACTS
7 OPTIONS AND SWAPS
8 MIDTERM
9 ACCOUNTING FOR FACTORING AND FORFEITING
10 ACCOUNTING FOR LEASING
11 ACCOUNTING FOR FORWARD AND FUTURES CONTRACTS
12 ACCOUNTING FOR OPTIONS AND SWAPS
13 ACCOUNTING FOR OPTIONS AND SWAPS
14 CASE STUDY
Materials
Materials are not specified.
Resources
Course Assessment
Assesment MethodsPercentage (%)Assesment Methods Title
Final Exam60Final Exam
Midterm Exam40Midterm Exam
L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes