Information Package / Course Catalogue
| Course Code | : EFN574 |
| 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 |
The aim of the course is to provide students with knowledge / skills about derivative instruments traded on Futures and options exchanges.
The course provides students with basic concepts, methods and approaches on financial risks and financial derivatives. "Forwards", "futures", options, "swaps" and other related derivative tools are taught.
| 1. | To classify derivative instruments |
| 2. | To know the features and usage of "Forwards", "futures", options and "swaps" tools and other derivative tools connected to them |
| 3. | To calculate the price of derivative instruments |
| 4. | To be able to compare derivative instruments |
| 5. | Having basic analytical skills in earning value and pricing of derivative instruments |
| 1. | SPL yazarları (2017), Derivative Instruments, Markets and Risk Management, İstanbul: Sermaye Piyasası Lisanslama Sicil ve Eğitim Kuruluşu |
| 2. | Hull,J. (2012), Optons, Futures and Other Dervatves, New Jersey: Prentce Hall |
| Type of Assessment | Count | Percent |
|---|---|---|
| Midterm Examination | 1 | %40 |
| Final Examination | 1 | %60 |
| Activities | Count | Preparation | Time | Total Work Load (hours) |
|---|---|---|---|---|
| Lecture - Theory | 14 | 2 | 3 | 70 |
| Individual Work | 7 | 2 | 2 | 28 |
| Midterm Examination | 1 | 10 | 1 | 11 |
| Final Examination | 1 | 15 | 1 | 16 |
| TOTAL WORKLOAD (hours) | 125 | |||
PÇ-1 | PÇ-2 | PÇ-3 | PÇ-4 | PÇ-5 | PÇ-6 | PÇ-7 | PÇ-8 | PÇ-9 | |
OÇ-1 | 4 | 3 | 4 | 4 | 3 | 5 | 4 | 2 | 3 |
OÇ-2 | 4 | 3 | 4 | 4 | 3 | 4 | 3 | 4 | 4 |
OÇ-3 | 4 | 4 | 3 | 4 | 4 | 3 | 5 | 4 | 3 |
OÇ-4 | 4 | 4 | 3 | 3 | 4 | 5 | 4 | 3 | 4 |
OÇ-5 | 3 | 4 | 3 | 4 | 4 | 4 | 3 | 4 | 4 |