Derivatives and Management
Accounting and Finance
Institute of Social Sciences
Third Cycle (Doctorate Degree)
| Course Unit Title | Course Unit Code | Type of Course Unit | Level of Course Unit | Year of Study | Semester | ECTS Credits |
|---|---|---|---|---|---|---|
| Derivatives and Management | MFD101 | Elective | Doctorate degree | 1 | Fall | 6 |
Name of Lecturer(s)
Prof. Dr. Vasfi HAFTACI
Associate Prof. Dr. Sibel FETTAHOĞLU
Learning Outcomes of the Course Unit
1) Using of information that gained by the advanced level in the field of theoretical and practical
2) Examining concepts and ideas in the field with scientific methods, to interpret and evaluate data, to analyze, To develop solutions based on analyze based on the evidences and researches
3) Implementing option strategies.
4) Explaining credit derivatives.
5) Explaining future contracts.
Program Competencies-Learning Outcomes Relation
| Program Competencies | ||||
| 1 | 2 | 3 | ||
| Learning Outcomes | ||||
| 1 | High | High | High | |
| 2 | High | High | High | |
| 3 | High | High | High | |
| 4 | High | High | High | |
| 5 | High | High | High | |
Mode of Delivery
Face to Face
Prerequisites and Co-Requisites
None
Recommended Optional Programme Components
None
Course Contents
Candidates are provided with knowledge on financial innovation, option market, option evaulation, option strategies, forward contracts, future contracts, Swaps, credit derivatives.
Weekly Schedule
1) Financial Innovations and historical development of financial innovation in Turkey and in the world.2) Option and Option Evaluation
3) Option and Option Evaluation
4) Option and Option Evaluation
5) Option Strategies
6) Real Option
7) Hedging and arbitrage with Forward Contracts
8) Midterm examination/Assessment
9) Future Conracts and its mechanism
10) Hedging and Arbitrage with Currency Future Contracts
11) Hedging and Arbitrage with Interest Future contracts
12) Hedging and arbitrage with Indices Future Contracts
13) Swaps
14) Credit derivatives
15) Credit Derivative
16) Final examination
Recommended or Required Reading
1- Fettahoğlu, Abdurrahman, Menkul Değerler Yönetimi, İstanbul, 2003.
2- Fettahoğlu, Abdurrahman, Finansal Piyasalarda Yenilikler ve 1980 Sonrası Türkiye, Ankara, 1991.
3- Hull, John; Options, Futures and Other Derivatives, 6th ed., USA, 2008.
Planned Learning Activities and Teaching Methods
1) Lecture
2) Question-Answer
3) Discussion
4) Drill and Practice
5) Self Study
6) Problem Solving
Assessment Methods and Criteria
Contribution of Semester Studies to Course Grade |
40% |
|||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
||||||||||||
Contribution of Final Examination to Course Grade |
60% |
|||||||||||
Total | 100% | |||||||||||
Language of Instruction
Turkish
Work Placement(s)
Not Required