TÜREV ÜRÜNLER VE HAZINE YÖNETIMI

Course Description

The aim of this course is to provide a strong grounding in derivatives contracts: options, forwards, futures, swaps, interest rate derivatives, written on a variety of underlying instruments that may be used to manage the financial risks faced by individuals, financial institutions and business corporations. It will introduce students to the theoretical and practical perspectives: the pricing mechanism of derivatives and mathematical derivations of the Black-Scholes model, the derivatives trading, the organization and structure of derivatives markets. The course will equip students with good analytical skills in order to incorporate derivatives into asset portfolio management, use them for hedging purposes, and apply different derivatives trading strategies. It places an emphasis on corporate treasury management and the role of derivatives in managing treasury risk.

TÜREV ÜRÜNLER VE HAZINE YÖNETIMI

Evaluation Tools (Active Term)

No evaluation items have been defined.

Course outcomes

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Course Syllabus

Reference Books & Course Materials

1. 01 1. Prof.Dr. Burak SALTOĞLU, Türev Araçlar, Piyasalar ve Risk Yönetimi, Boğaziçi Üniversitesi ve Risktürk, 2014.
2. 02 2. Prof.Dr. İhsan ERSAN, Finansal Türevler, Literatür,İstanbul, 1977.
3. 03 3. Robert L. McDONALD, Fundamentals of Derivatives Markets, Pearson International Edition-Prentice-Hall, U.S.A., 2009.
4. 04 4. John C. Hull, Options, Futures, and other Derivatives, Global Edition, 9th Ed., Pearson, Malaysia, 2018.

Learning Outcomes

No learning outcomes have been defined.

Program Outcomes

1. To be able to interpret and evaluate the discussions on the theoretical aspects of International Banking and Finance.
2. To be able to identify regional and global problems that directly or indirectly affect financial issues, to develop solutions and strategies based on evidence and research.
3. To be able to define, evaluate and interpret the classical and current theories of international banking and finance policies and strategies, differences and relationships between them.
4. To have social, scientific and ethical values in the collection, interpretation, announcement and application of data in the field of international banking and finance and to assimilate these values.
5. To be able to follow, understand, interpret and analyze the changing trends in banking and financial activities in the world at an advanced level, and apply innovation and innovative working principles.
6. To be able to set goals and take initiatives to achieve them, to be creative and open to criticism and to have professional competencies at an advanced level.
7. To have an advanced level of foreign language to follow and use the information in the field and to communicate with colleagues.
8. To have advanced computer software and hardware knowledge required by the field of International Banking and Finance, and to be able to use information and communication technologies at an advanced level.
9. To be able to use theoretical and practical knowledge gained in the field of International Banking and Finance at an advanced level.
10. To be able to benefit from other fields that form the basis of financial policies and to understand the interaction between these disciplines.
11. To be able to examine the basic problems in the field of International Banking and Finance with scientific methods, to interpret and evaluate the data.
12. To be able to take responsibility individually and as a team member to solve complex problems encountered in practice related to International Banking and Finance, and to produce solutions.
13. To be able to critically evaluate the knowledge and skills acquired in the fields of International Banking and Finance, to determine learning needs and to carry the learning process to an advanced level.
14. To inform experts or non-experts on financial issues, to share their ideas and problems and solution methods by supporting them with quantitative and qualitative data.

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