PAÜ .:. Eğitim Öğretim Bilgi Sistemi

COURSE INFORMATION

Course Code	Course Title	L+P Hour	Semester	ECTS
ISY 622	NEW FINANCIAL INSTRUMENTS AND ACCOUNTING APPLICATIONS	3 + 0	2nd Semester	7,5

COURSE DESCRIPTION

Course Level	Doctorate Degree
Course Type	Elective
Course Objective	The purpose of this course is to gain the skill about derivative instruments and market-related risk management techniques as a financial concept, teaching institutions and processes, and calculations and analysis related to derivative instruments
Course Content	This course examines the purpose and function of derivative markets and instruments, the evolution and future of derivative markets, market participants, exchange traded versus overthecounter markets (OTC), the suite of exchange traded products, selected OTC products, derivative pricing, risk management with derivatives, trading, arbitrage and speculation with derivatives, the use of derivatives in alternative investing. The course will incorporate theory, practice, and experiential learning and will include team projects.
Prerequisites	No the prerequisite of lesson.
Corequisite	No the corequisite of lesson.
Mode of Delivery	Face to Face

COURSE LEARNING OUTCOMES

1	To be familiar with most of the products that they are likely to encounter in financial markets and compare them.
2	To have good knowledge of how derivative products work and how they are used
3	To explain how derivative instruments are priced and derive some important general results on the relationship between forward and spot prices
4	To have a knowledge of how financial institutions hedge their risks when they trade these products
5	To implement strategies formed by derivative instruments in their future career

COURSE'S CONTRIBUTION TO PROGRAM

	PO 01	PO 02	PO 03	PO 04	PO 05	PO 06	PO 07
LO 001	5	5	5	3	5	5	3
LO 002	5	5	5	3	5	5	3
LO 003	5	5	5	3	5	5	3
LO 004	5	5	5	3	5	5	3
LO 005	5	5	3	3	5	5	3
Sub Total	25	25	23	15	25	25	15
Contribution	5	5	5	3	5	5	3

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
Assignments	5	5	25
Mid-terms	1	20	20
Final examination	1	22	22
Presentation / Seminar Preparation	3	10	30
Total Work Load ECTS Credit of the Course			195 7,5

COURSE DETAILS

Select Year

Course Details

Course Code	Course Title	L+P Hour	Course Code	Language Of Instruction	Course Semester
ISY 622	NEW FINANCIAL INSTRUMENTS AND ACCOUNTING APPLICATIONS	3 + 0	1	Turkish	2023-2024 Spring

Course Coordinator	E-Mail	Phone Number	Course Location	Attendance
Prof. Dr. HAKAN AYGÖREN	haygoren@pau.edu.tr		İİBF A0133	%

Goals		The purpose of this course is to gain the skill about derivative instruments and market-related risk management techniques as a financial concept, teaching institutions and processes, and calculations and analysis related to derivative instruments
Content		This course examines the purpose and function of derivative markets and instruments, the evolution and future of derivative markets, market participants, exchange traded versus overthecounter markets (OTC), the suite of exchange traded products, selected OTC products, derivative pricing, risk management with derivatives, trading, arbitrage and speculation with derivatives, the use of derivatives in alternative investing. The course will incorporate theory, practice, and experiential learning and will include team projects.

Topics

Materials

Materials are not specified.

Resources

Resources	Resources Language
Mehmet Bolak, Risk ve Yönetimi, Birsen Yayınevi	Türkçe
Ali Ceylan, Finansal Teknikler, Ekin Yayınevi	Türkçe
Kürşat Yalçıner, Cihan Tanrıöven, Hasan Bal vd., Finansal Teknikler ve Türev Araçlar, Detay Yayıncılık	Türkçe

Course Assessment

Assesment Methods	Percentage (%)	Assesment Methods Title
Final Exam	50	Final Exam
Midterm Exam	50	Midterm Exam

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

Prospective Student