DEGREE PROGRAMS  Associate's Degree (Short Cycle)  Bachelor’s Degree (First Cycle)  Master’s Degree (Second Cycle)

Course Description Course Name : Financial Risk Management and Derivatives Course Code : MG1 703 Course Type : Optional Level of Course : Second Cycle Year of Study : 1 Course Semester : Spring (16 Weeks) ECTS : 4 Name of Lecturer(s) : Prof.Dr. HATİCE DOĞUKANLI Learning Outcomes of the Course : Learns about the general concepts of risk and its classifications Identifies the techniques in debt management Finds out about the futures market Recognizes about the options and its diffrent types Mode of Delivery : Face-to-Face Prerequisites and Co-Prerequisites : None Recommended Optional Programme Components : None Aim(s) of Course : The objective of this course is to introduce the tools for risk aversion in the financial markets and to teach the implementation methods of these tools to distribute the risks arising from the liberalization of financial markets. Course Contents : In this course, the concept of risk, it´s calculations and tools used in future markets will be introduced Language of Instruction : Turkish Work Place : IIBF   Course Outline /Schedule (Weekly) Planned Learning Activities Week Subject Student's Preliminary Work Learning Activities and Teaching Methods 1 Introduction to risk management Reading the relevant chapter of the book of financial markets Powerpoint slides, theorotical approaches and brain storming 2 Risk and its types Reading the relevant chapter of the book of financial markets Powerpoint slides, theorotical approaches and brain storming 3 The measurement of risk Reading the relevant chapter of the book of investment analysis Powerpoint slides, theorotical approaches and brain storming 4 Financial risk management and futures markets Reading the relevant chapter of the book of investment analysis Powerpoint slides, theorotical approaches and brain storming 5 Futures markets contracts Reading the relevant chapter of the book of investment analysis Powerpoint slides, theorotical approaches and brain storming 6 Futures markets contracts-2 Reading the relevant chapter of the book of investment analysis Powerpoint slides, theorotical approaches and brain storming 7 Futures markets contracts-3 Reading the relevant chapter of the book of investment analysis Powerpoint slides, theorotical approaches and brain storming 8 Midterm exam Preperation for the exam Written exam 9 Options contracts Reading the relevant chapter of the book of investment analysis Powerpoint slides, theorotical approaches and brain storming 10 Options contracts-2 Reading the relevant chapter of the book of investment analysis Powerpoint slides, theorotical approaches and brain storming 11 Option Valuation Models Reading the relevant chapter of the book of investment analysis Powerpoint slides, theorotical approaches and brain storming 12 Opsiyon Değerleme Modelleri-2 Reading the relevant chapter of the book of investment analysis Powerpoint slides, theorotical approaches and brain storming 13 Swaps Reading the relevant chapter of the book of investment analysis Powerpoint slides, theorotical approaches and brain storming 14 Swaps-2 Reading the relevant chapter of the book of investment analysis Powerpoint slides, theorotical approaches and brain storming 15 Overview of the subject Review of the related chapters of the licensing directory and Investment analysis Powerpoint slides, theorotical approaches and brain storming 16/17 Final exam Preperation for the exam Written axam   Required Course Resources Resource Type Resource Name Recommended Course Material(s)  Türev Araçlar Lisanslama Rehberi, Vadeli İşlem ve Opsiyon Borsası A.Ş  Managing Financial Risk:A Guide to Derivative Products, Financial Engineering and Value Maximization  Finansal Pazarlar Finansal Kurumlar ve Sermaye Piyasası Analizleri, Serpil Canbaş ve Hatice Doğukanlı  Finansal Yönetim, Öztin Akgüç   Yatırım analizi ve Portföy Yönetimi, Mehmet Baha Karan  Managing Financial Risk: Smithson;Smith ve Wiford.   Options, Futures, and Other Derivatives; John C.Hull, Prentice Hall International.  Options and Financial Futures;Valuation and Uses, David A.Duborsky, McGraw-Hill International  Risk ve Yönetimi, Mehmet Bolak  Finans Mühendisliği:Kavramlar ve Araçlar, Mehmet Bolak Required Course Material(s)   Assessment Methods and Assessment Criteria Semester/Year Assessments Number Contribution Percentage     Mid-term Exams (Written, Oral, etc.) 1 60     Homeworks/Projects/Others 0 40 Total 100 Rate of Semester/Year Assessments to Success 40   Final Assessments 100 Rate of Final Assessments to Success 60 Total 100   Contribution of the Course to Key Learning Outcomes # Key Learning Outcome Contribution* 1 Has the ability to list, describe and explain the relationship between the terms which belong to financial management, accounting management, production management, marketing management, management organization and numerical methods. 3 2 Has the ability to list,describe the basic theoretical models of business administration, and explain the aim of usage of the models; indicate the strength and weakness of each model and/or methods 3 3 Determines the appropriate methods to solve the problems faced by the company. 5 4 Implements business management methods through following the fundamental steps 5 5 Uses the basic techniques of financial analysis to achieve the best result 2 6 Takes responsibility as an indivicual and/or as a part of a team, can lead and work effectively. 5 7 In recognition of the need for lifelong learning and continuous self-renewal, tracks the latest developments in the field of business administration. 5 8 Has ability to use different sources in academic circumstances , synthesize the information obtained in a new field of business administration and present effectively 5 9 Uses Turkish and at least one foreign language in accordance with the requirements of academic life and work life. 4 10 Has ability to inquire and apply the traditional methods,and ability to develop and implement new ways of working if necessary. 5 11 Has ability to research on the science of business administration, to form the basis for the decision-making process. 5 12 Has ability ro determine the business management approaches, application and methods which are appropriate for the business’s sector, growth, resources, culture, goals and aims. 4 13 Explains how to create the basic theoretical models of business and new management in literature and how to implement numarical and statistics methods. 3 14 Has the ability to explain and interpret the data which is obtained as a result of constitution/ application of theoretical models of business management. 3 * Contribution levels are between 0 (not) and 5 (maximum).   Student Workload - ECTS Works Number Time (Hour) Total Workload (Hour) Course Related Works     Class Time (Exam weeks are excluded) 14 3 42     Out of Class Study (Preliminary Work, Practice) 14 4 56 Assesment Related Works     Homeworks, Projects, Others 0 0 0     Mid-term Exams (Written, Oral, etc.) 1 1 1     Final Exam 1 1 1 Total Workload: 100 Total Workload / 25 (h): 4 ECTS Credit: 4