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Course Description Course Name : Financial Risk Management and Derivatives Course Code : MG11 707 Course Type : Compulsory Level of Course : Second Cycle Year of Study : 1 Course Semester : Spring (16 Weeks) ECTS : 5 Name of Lecturer(s) : Prof.Dr. HATİCE DOĞUKANLI Learning Outcomes of the Course : To be able to explain the techniques in debt management To be able to have knowledge about the futures market To be able to distinguish between the different types of options contracts To be able to find out about the general concept of risk and its 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 which enable to avoid risks arising from the liberalization of financial markets and to teach the implementation methods of these tools Course Contents : In this course, the concept of risk and its calculations, and the techniques and tools used in future markets are 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 first chapter of the book of financial markets Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 2 Risk and its types Reading the 8th chapter of the book of financial markets Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 3 The measurement of risk Reading the 5th chapter of the book of investment analysis Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 4 Financial risk management and futures markets Reading the first chapter of Derivative Instruments Licensing Guide Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 5 Futures markets contracts Reading the first chapter of Derivative Instruments Licensing Guide Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 6 Futures markets contracts-2 Reading the 2nd chapter of Derivative Instruments Licensing Guide Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 7 Futures markets contracts-3 Reading the 3rd chapter of Derivative Instruments Licensing Guide Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 8 Midterm exam Preparation for the exam Written exam 9 Options contracts Reading the 7th chapter of Derivative Instruments Licensing Guide Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 10 Options contracts-2 Reading the 7th chapter of Derivative Instruments Licensing Guide Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 11 Option Valuation Models Reading the relevant chapter of the book of investment analysis Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 12 Option Valuation Models Reading the 21st chapter of the book of investment analysis Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 13 Swaps Reading the 6th chapter of the Financial Management book Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 14 Swaps Reading the 6th chapter of the Financial Management book Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 15 Overview of the topics covered Revising the relevant chapters Presentation of theoretical approaches, powerpoint slides, giving current examples, solving problems on the board, discussion 16/17 Final exam Preparation for the exam Written exam   Required Course Resources Resource Type Resource Name Recommended Course Material(s)  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   Yatırım analizi ve Portföy Yönetimi, Mehmet Baha Karan  Managing Financial Risk: Smithson;Smith ve Wiford  Finacial Institutions management; Sanders Irwin;McGrawHill yayını.  Financial Markets and Institutions; fabozzi, Modidliani, Feri; Prentice-Hall 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 Defines the basic theoretical models and numerical methods of finance function and describes the intended use. Indicates each model´s weak and strong aspects. 3 2 Analyses strategic and operational plans for financial companies, and creates sufficient knowledge to find solutions to the problems that might arise. 3 3 Explains how to create theoretical models to be used in financial management and how to apply quantitative and statistical methods. 4 4 It teaches how to interpret the findings obtained by the application of theoretical models, quantitative and statistical methods used in financial management. 4 5 Determines the appropriate methods to solve the problems encountered in business. 5 6 Enables financial organizations to reach the most appropriate conclusion with an accurate analysis of the basic financial statements. 5 7 It encourages to take responsibility individually and/or in a team, to lead and to work effectively. 5 8 Is aware of the need for lifelong learning, keeps track of the latest developments in the field and constantly develops professional knowledge and skills . 5 9 It teaches to exploit different sources in a new field in accordance with academic rules, to synthesize and effectively present the information obtained. 5 10 It supports the use of Turkish and at least one foreign language in accordance with the requirements of academic and working life. 3 11 Questions the methods of traditional approach; develops and implements new approaches when needed. 5 12 Identifies the most appropriate approach to financial management by taking into account the goals and objectives of the banking sector, its size, resources, culture and objectives. 5 13 By introducing comprehensive information about Capital Markets, their tools and institutions, it helps the person to utilize his comprehensive knowledge about BIST and the World Stock Exchanges in the best way in the field. 5 * 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 6 84 Assesment Related Works     Homeworks, Projects, Others 0 0 0     Mid-term Exams (Written, Oral, etc.) 1 5 5     Final Exam 1 5 5 Total Workload: 136 Total Workload / 25 (h): 5.44 ECTS Credit: 5