Information Package / Course Catalogue
Financial Risk Management and Derivative Markets
Course Code: İKP528
Course Type: Area Elective
Couse Group: Second Cycle (Master's Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

To transfer to the students knowledge on; financial markets and instruments,derivative markets, forward, futures, swap and option markets and their characteristics, derivative markets role in 1987 and 2008 Global Crises, Hedge Funds, Hedging methods and Istanbul Derivatives Exchange(VOB).

Course Content

Financial markets, derivative markets, futures,options, swap market and its characteristics, role of derivative markets in financial crises, portfolio diversification, Hedge Funds and their role in financial markets.

Name of Lecturer(s)
Learning Outcomes
1.To be able to understand basic financial derivative market concepts
2.To be able to interpret pricing of financial derivatives
3.To be able to analyze the characteristics of the most important financial derivative instruments
4.To be able to make policy suggestions for financial derivative markets
5.To be able to make applications in terms of financial derivative markets
Recommended or Required Reading
1.Larry Neal ‘The Economics of Europe and the European Union’, Cambridge University press Mike Artis, Frederick Nixson ‘The economics of the European Union, Policy and analysis Oxford pres, 2007.
Weekly Detailed Course Contents
Week 1 - Theoretical
Introductory meeting Basic concepts
Week 2 - Theoretical
Derivative markets and instruments
Week 3 - Theoretical
Derivative markets and instruments
Week 4 - Theoretical
Financial Forwards and Futures
Week 5 - Theoretical
Financial Forwards and Futures
Week 6 - Theoretical
Hedging concepts and applications
Week 7 - Theoretical
Hedging concepts and applications
Week 8 - Intermediate Exam
Mid-term Exam
Week 9 - Theoretical
Swaps
Week 10 - Theoretical
Swaps
Week 11 - Theoretical
Properties of Options
Week 12 - Theoretical
Properties of Options
Week 13 - Theoretical
Options pricing models
Week 14 - Theoretical
Options pricing models
Week 15 - Theoretical
Option trading strategies
Week 16 - Final Exam
Final Exam
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory142370
Individual Work72228
Midterm Examination110111
Final Examination115116
TOTAL WORKLOAD (hours)125
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
PÇ-6
PÇ-7
OÇ-1
4
3
3
4
4
4
4
OÇ-2
5
3
3
3
3
3
3
OÇ-3
4
4
4
4
4
4
4
OÇ-4
3
3
3
3
3
3
3
OÇ-5
4
4
4
4
4
4
4
Adnan Menderes University - Information Package / Course Catalogue
2026