PAÜ .:. Eğitim Öğretim Bilgi Sistemi

COURSE INFORMATION

Course Code	Course Title	L+P Hour	Semester	ECTS
UTFB 428	RISK MANAGEMENT AND DERIVATIVE PRODUCTS	3 + 0	8th Semester	5

COURSE DESCRIPTION

Course Level	Bachelor's Degree
Course Type	Compulsory
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

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	5	70
Mid-terms	1	7	7
Final examination	1	11	11
Total Work Load ECTS Credit of the Course			130 5

COURSE DETAILS

Select Year

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	2023-2024 Spring

Course Coordinator	E-Mail	Phone Number	Course Location	Attendance
Prof. Dr. HAKAN AYGÖREN	haygoren@pau.edu.tr		İİBF A0011	%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

Weeks	Topics
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 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