The aim of this course is to teach the basic features, functioning and pricing mechanisms of derivative products used in financial markets; The aim is to understand how these products are used for risk management, speculation and arbitrage purposes. It aims to analyze the practical applications as well as the theoretical structure of contracts such as Alivre, futures, options and swaps. Thus, the participant gains basic knowledge and application skills regarding derivative products.

In this course, the definition of derivative products and market functioning, forward and futures contracts, option types and pricing, swap agreements, hedging strategies and carrying cost concepts are discussed. Additionally, option strategies, arbitrage opportunities and the structure of futures and options exchanges are examined in detail. The participant learns the functions of these tools at both theoretical and practical levels.