Information Package / Course Catalogue
| Course Code | : UTİ428 |
| Course Type | : Area Elective |
| Couse Group | : First Cycle (Bachelor's Degree) |
| Education Language | : Turkish |
| Work Placement | : N/A |
| Theory | : 3 |
| Prt. | : 0 |
| Credit | : 3 |
| Lab | : 0 |
| ECTS | : 6 |
The aim of this course is to show students the mechanism of financial derivative markets, futures prices, hedging and trading strategies using derivative products and option pricing.
1. Students will define the option price and its determinants. 2. Students will identify the difference between spot and futures markets and set futures prices. 3. Students will define the mechanism of forward, futures, swaps and options. 4. Students will design a hedging strategy using futues and forward. 5. Students will choose to buy and sell strategies by choosing different options. 6. Students will design swap contracts in the presence and absence of financial intermediaries.
| 1. | To be able to explain option pricing based on the determinants of option prices |
| 2. | To show the relationship between spot and futures markets to determine futures prices |
| 3. | To be able to explain forward, futures, swap and option markets considering the functioning mechanism and players of derivative markets |
| 4. | To be able to develop hedging strategies using futures and forward contracts |
| 5. | Ability to develop option strategies using different options |
| 1. | Sudi Apak ve Metin Uyar (2011). Türev Ürünler ve Finansal Teknikler. Beta Yayınları |
| Type of Assessment | Count | Percent |
|---|---|---|
| Midterm Examination | 1 | %40 |
| Final Examination | 1 | %60 |
| Activities | Count | Preparation | Time | Total Work Load (hours) |
|---|---|---|---|---|
| Lecture - Theory | 13 | 0 | 3 | 39 |
| Individual Work | 13 | 0 | 4 | 52 |
| Midterm Examination | 1 | 28 | 1 | 29 |
| Final Examination | 1 | 29 | 1 | 30 |
| TOTAL WORKLOAD (hours) | 150 | |||
PÇ-1 | PÇ-2 | PÇ-3 | PÇ-4 | PÇ-5 | PÇ-6 | PÇ-7 | PÇ-8 | PÇ-9 | PÇ-10 | PÇ-11 | PÇ-12 | PÇ-13 | PÇ-14 | PÇ-15 | |
OÇ-1 | 3 | 4 | 3 | 4 | 5 | 5 | 4 | 2 | 5 | 5 | 4 | 3 | 5 | 5 | 5 |
OÇ-2 | 3 | 3 | 5 | 5 | 5 | 5 | 5 | 5 | 5 | 5 | 3 | 2 | 3 | 3 | |
OÇ-3 | 2 | 5 | 2 | 2 | 2 | 2 | 2 | 3 | 2 | 3 | 2 | 3 | 4 | 5 | 5 |
OÇ-4 | 2 | 2 | 3 | 5 | 3 | 5 | 4 | 5 | 5 | 5 | 5 | 5 | 4 | 3 | 2 |
OÇ-5 | 3 | 3 | 4 | 4 | 4 | 5 | 4 | 5 | 5 | 5 | 5 | 5 | 4 | 5 | |