COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
UTFB 428RISK MANAGEMENT AND DERIVATIVE PRODUCTS3 + 08th Semester5

COURSE DESCRIPTION
Course Level Bachelor's Degree
Course Type Compulsory
Course Objective To explain sources and management of financial risk, and to introduce derivative products used in risk management
Course Content Sources of risk, portfolio models, Pricing Model of Capital Asset , Pricing Model of Arbitrage, assets and liabilities management, Forward Markets, Futures, Options Markets, Swap markets
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to face

COURSE LEARNING OUTCOMES
1-Learns the sources of financial risk, management and derivatives used in risk management
1-Learns the sources of financial risk, management and derivatives used in risk management

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06
LO 01      
Sub Total      
Contribution000000

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)14342
Hours for off-the-classroom study (Pre-study, practice)14570
Mid-terms177
Final examination11111
Total Work Load

ECTS Credit of the Course






130

5

COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2020-2021 Spring2HAKAN AYGÖREN

Course Details
Course Code:  UTFB 428 Course Title:  RISK MANAGEMENT AND DERIVATIVE PRODUCTS
L+P Hour : 3 + 0   Course Code : 2   Language Of Instruction: Turkish Course Semester :  2020-2021 Spring
Course Coordinator :  PROFESSOR HAKAN AYGÖREN E-Mail:  haygoren@pau.edu.tr Phone Number : 
Course Location İİBF B0116,
Goals : To explain sources and management of financial risk, and to introduce derivative products used in risk management
Content : Sources of risk, portfolio models, Pricing Model of Capital Asset , Pricing Model of Arbitrage, assets and liabilities management, Forward Markets, Futures, Options Markets, Swap markets
Attendance : %70
Topics
WeeksTopics
1 INTRODUCTION
2 FACTORING
3 FORFEITING
4 LEASING
5 FORWARD AND FUTURES CONTRACTS
6 FORWARD AND FUTURES CONTRACTS
7 OPTIONS AND SWAPS
8 MIDTERM
9 ACCOUNTING FOR FACTORING AND FORFEITING
10 ACCOUNTING FOR LEASING
11 ACCOUNTING FOR FORWARD AND FUTURES CONTRACTS
12 ACCOUNTING FOR OPTIONS AND SWAPS
13 ACCOUNTING FOR OPTIONS AND SWAPS
14 CASE STUDY
Materials
Materials are not specified.
Resources
Course Assessment
Assesment MethodsPercentage (%)Assesment Methods Title
Final Exam60Final Exam
Midterm Exam40Midterm Exam
L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes
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