PAÜ .:. Eğitim Öğretim Bilgi Sistemi

COURSE INFORMATION

Course Code	Course Title	L+P Hour	Semester	ECTS
SER 133	DERIVATIVE FINANCIAL MARKETS	3 + 0	6th Semester	4

COURSE DESCRIPTION

Course Level	Bachelor's Degree
Course Type	Compulsory
Course Objective	To present and explain the derivatieves markets and instruments in detail and to show the valuation techniques of instruments in derivatives markets. Besides information about the other markets realted with derivatives markets will be presented.
Course Content	What is the Derıvatıves Markets, Comparison Of The Spot-Future, Hıstorıcal Development Futures, Contracts Futures Trading, Dıfferences Alivre-Futurs Contracts, Contracts Futures Pricing, Futures Markets Functıonıng, Types Of Posıtıons And The Commandments, Types Of Prıces, Guarantee And Concepts Of Posıtıon, Futures Contracts And Rısk Protectıon, Contracts Wıth Futures Speculation, Futures Contract Basıs Assets, Based On Fx Futures, Futures Based On İnterest, Stock Of Futures, Futures Processıng Based On Factors Affectıng The Assets In The Prıces, Types Of Optıons, Basıc Optıon Strategıes, Methods And Models For Optıon Prıcıng , Advanced Optıon Strategıes,Turkey Sample Vob (Futures Market), Marketıng Of Derıvatıves Markets, Risk Aversion Concept And Earnıngs, 2008 Crısıs Effect Of Derıvatıves Markets ,New Regulatıons, New Products, Results And Assessment.
Prerequisites	No the prerequisite of lesson.
Corequisite	No the corequisite of lesson.
Mode of Delivery	Face to Face

COURSE LEARNING OUTCOMES

1	Analyses forward markets.
2	Monitors Futures Market
3	Constitutes Option Strategies.

COURSE'S CONTRIBUTION TO PROGRAM

	PO 01	PO 02	PO 03	PO 04	PO 05	PO 06	PO 07	PO 08	PO 09	PO 10
LO 001			3	3					4	4
LO 002			3	3					4	4
LO 003			3	3					4	4
Sub Total			9	9					12	12
Contribution	0	0	3	3	0	0	0	0	4	4

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION

Activities	Quantity	Duration (Hour)	Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)	14	3	42
Hours for off-the-classroom study (Pre-study, practice)	14	4	56
Mid-terms	1	2	2
Final examination	1	4	4
Total Work Load ECTS Credit of the Course			104 4

COURSE DETAILS

Select Year

Course Details

Course Code	Course Title	L+P Hour	Course Code	Language Of Instruction	Course Semester
SER 133	DERIVATIVE FINANCIAL MARKETS	3 + 0	1	Turkish	2023-2024 Spring

Course Coordinator	E-Mail	Phone Number	Course Location	Attendance
Lecturer SERKAN DURMAZ	serkand@pau.edu.tr		Course location is not specified.	%70

Goals		To present and explain the derivatieves markets and instruments in detail and to show the valuation techniques of instruments in derivatives markets. Besides information about the other markets realted with derivatives markets will be presented.
Content		What is the Derıvatıves Markets, Comparison Of The Spot-Future, Hıstorıcal Development Futures, Contracts Futures Trading, Dıfferences Alivre-Futurs Contracts, Contracts Futures Pricing, Futures Markets Functıonıng, Types Of Posıtıons And The Commandments, Types Of Prıces, Guarantee And Concepts Of Posıtıon, Futures Contracts And Rısk Protectıon, Contracts Wıth Futures Speculation, Futures Contract Basıs Assets, Based On Fx Futures, Futures Based On İnterest, Stock Of Futures, Futures Processıng Based On Factors Affectıng The Assets In The Prıces, Types Of Optıons, Basıc Optıon Strategıes, Methods And Models For Optıon Prıcıng , Advanced Optıon Strategıes,Turkey Sample Vob (Futures Market), Marketıng Of Derıvatıves Markets, Risk Aversion Concept And Earnıngs, 2008 Crısıs Effect Of Derıvatıves Markets ,New Regulatıons, New Products, Results And Assessment.

Topics

Weeks	Topics
1	Financial markets, risk management and futures markets
2	The Development Of Futures Markets and Enforcement
3	Introduction To The Futures Markets
4	Futures Markets Functions and operation-Forward Markets
5	Futures Markets Basic Strategies
6	Futures Markets: Futures Contracts, Types
7	Mid-term Exam
8	Futures Markets In Public Again, Case Study
9	Option Markets: Basic Concepts Option Pricing
10	Option Strategies
11	Advanced Option Strategies I
12	Advanced Option Strategies II
13	Swap contracts and Methods
14	The development of Futures Markets in Turkey and Functioning: historical development

Materials

Materials are not specified.

Resources

Course Assessment

Assesment Methods	Percentage (%)	Assesment Methods Title
Final Exam	60	Final Exam
Midterm Exam	40	Midterm Exam

L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes

Prospective Student