PAÜ .:. Eğitim Öğretim Bilgi Sistemi

COURSE INFORMATION

Course Code	Course Title	L+P Hour	Semester	ECTS
IMF 508	CURRENT FINANCIAL INSTRUMENTS (DERIVATIVE MARKETS)	3 + 0	2nd Semester	6

COURSE DESCRIPTION

Course Level	Master's Degree
Course Type	Elective
Course Objective	The purpose of this course is to provide information about the types of risks in business and financial techniques used to manage these risks by providing an ability, to gain skills in business and academic to use this information.
Course Content	Forward, futures, options, hedging, arbitrage, speculation in futures transactions and applied in Turkey with information about the functioning of Futures and Options Exchange.
Prerequisites	No the prerequisite of lesson.
Corequisite	No the corequisite of lesson.
Mode of Delivery	Face to Face

COURSE LEARNING OUTCOMES

1	Knows the concepts related to futures trading
2	Knows futures and future markets of functions at national and international institutions.
3	Learns to control of interest and exchange rate risk through over the counter markets.
4	Learn: to control of interest and exchange rate risk through organizing and corporate markets.
5	Have information about the international risk-control mechanisms.
6	Ability to use VOB data in business and the academic level.

COURSE'S CONTRIBUTION TO PROGRAM

	PO 01	PO 02	PO 03	PO 04	PO 05	PO 06	PO 07
LO 001	5	5	3	2	5	5	2
LO 002	5	5	3	2	5	5	2
LO 003	5	5	3	2	5	5	2
LO 004	5	5	3	2	5	5	2
LO 005	5	5	3	2	5	5	2
LO 006	5	5	5	2	5	3	2
Sub Total	30	30	20	12	30	28	12
Contribution	5	5	3	2	5	5	2

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	1	14	14
Mid-terms	1	14	14
Final examination	1	30	30
Total Work Load ECTS Credit of the Course			156 6

COURSE DETAILS

Select Year

	Course Term	No	Instructors
Details	2009-2010 Spring	1	DÜNDAR KÖK

Course Details

Course Code	Course Title	L+P Hour	Course Code	Language Of Instruction	Course Semester
IMF 508	CURRENT FINANCIAL INSTRUMENTS (DERIVATIVE MARKETS)	3 + 0	1	Turkish	2009-2010 Spring

Course Coordinator	E-Mail	Phone Number	Course Location	Attendance
Prof. Dr. DÜNDAR KÖK	dkok@pau.edu.tr		Course location is not specified.	%

Goals		The purpose of this course is to provide information about the types of risks in business and financial techniques used to manage these risks by providing an ability, to gain skills in business and academic to use this information.
Content		Forward, futures, options, hedging, arbitrage, speculation in futures transactions and applied in Turkey with information about the functioning of Futures and Options Exchange.

Topics

Weeks	Topics
1	Introduction: The Causes of to Arise of Derivative Markets and Its Process of Development
2	Derivatives: Theory, Concepts and Instruments
3	Future Markets in Turkey: Components and Operations
4	Forwards Operations and Examples (Foreign Exchange)
5	Forwards Operations and Examples (FRA’s )
6	Futures Operations and Examples
7	Options and Examples
8	midterm exam
9	Option Pricing Models and Option Strategies
10	Swaps and Examples (Money)
11	Swaps and Examples (Interest)
12	Hybrid Derivative Instruments
13	Synthetic Derivative Instruments
14	Egzotic Derivatives (weather derivatives vb.)

Materials

Materials are not specified.

Resources

Course Assessment

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

Prospective Student