Course Information
SemesterCourse Unit CodeCourse Unit TitleT+P+LCreditNumber of ECTS Credits
-1FBS203Derivative Markets3+0+035

Course Details
Language of Instruction Turkish
Level of Course Unit Associate Degree
Department / Program Banking and Insurance Business
Mode of Delivery Face to Face
Type of Course Unit Elective
Objectives of the Course The purpose of the lesson-term market operations, financial derivative products and markets (Forward, swap, futures markets), in Turkey to give information about the development of futures markets.
Course Content The accession of products of financial derivatives, options the valuations models of options, the sensitivity of option price
Course Methods and Techniques Students are expected to come prepared for the subject of the week before the lesson. Weekly lectures are evaluated by midterm and final exams. In the final exam, students are held responsible for all subjects from the first week.
Prerequisites and co-requisities None
Course Coordinator Instructor Janberk Okan janberk.okan@gedik.edu.tr
Name of Lecturers Instructor Janberk Okan janberk.okan@gedik.edu.tr
Assistants None
Work Placement(s) No

Recommended or Required Reading
Resources TSPAKB Derivatives Notes
Borsa İstanbul (2017) Vadeli İşlem ve Opsiyon Piyasası (Borsa İstanbul)
Saltoğlu, Burak (2014), Türev Araçlar, Piyasalar ve Risk Yönetimi Ders Notları (İstanbul: Boğaziçi Üniversitesi)
Lecturing with current examples
Arasınav (%40) + Final (%60)

Course Category
Mathematics and Basic Sciences %10
Social Sciences %30
Field %60

Planned Learning Activities and Teaching Methods
Activities are given in detail in the section of "Assessment Methods and Criteria" and "Workload Calculation"

Assessment Methods and Criteria
In-Term Studies Quantity Percentage
Mid-terms 1 % 40
Final examination 1 % 60
Total
2
% 100

 
ECTS Allocated Based on Student Workload
Activities Quantity Duration Total Work Load
Course Duration 14 3 42
Hours for off-the-c.r.stud 14 4 56
Mid-terms 1 12 12
Final examination 1 24 24
Total Work Load   Number of ECTS Credits 5 134

Course Learning Outcomes: Upon the successful completion of this course, students will be able to:
NoLearning Outcomes
1 Students taking the course will be able to define derivative instruments and derivative markets.
2 Knows in which areas derivative instruments are used.
3 Will be able to question the function of derivative instruments in financial risk management.
4 Knows derivative instrument strategies.
5 Knows the types of derivative instruments.


Weekly Detailed Course Contents
WeekTopicsStudy MaterialsMaterials
1 Introduction to Financial Markets and Derivatives Markets Burak Saltoğlu – Derivative Instruments, Markets and Risk Management
2 Derivative Contracts: Historical Development – TurkDEX Burak Saltoğlu – Derivative Instruments, Markets and Risk Management
3 Alivre, Futures and Swap Contracts Burak Saltoğlu – Derivative Instruments, Markets and Risk Management
4 Structure of Futures Markets Burak Saltoğlu – Derivative Instruments, Markets and Risk Management
5 Structure of Futures Markets (continued) Burak Saltoğlu – Derivative Instruments, Markets and Risk Management
6 Forward Contracts Burak Saltoğlu – Derivative Instruments, Markets and Risk Management
7 Futures Contracts Burak Saltoğlu – Derivative Instruments, Markets and Risk Management
8 Swap Agreements Burak Saltoğlu – Derivative Instruments, Markets and Risk Management
9 Option Agreements Burak Saltoğlu – Derivative Instruments, Markets and Risk Management
10 Futures Price Calculation Models Burak Saltoğlu – Derivative Instruments, Markets and Risk Management
11 Conservation Strategies and Application Examples Burak Saltoğlu – Derivative Instruments, Markets and Risk Management
12 Arbitrage Strategies and Application Examples Burak Saltoğlu – Derivative Instruments, Markets and Risk Management
13 Arbitrage Strategies and Application Examples (continued) Burak Saltoğlu – Derivative Instruments, Markets and Risk Management
14 Risk Management with Derivatives Burak Saltoğlu – Derivative Instruments, Markets and Risk Management


Contribution of Learning Outcomes to Programme Outcomes
P1 P2 P3 P4 P5 P6 P7 P8 P9 P10 P11 P12
All 5 5 4 5 5 4 2 5 5
C1 5 5 4 5 5 4 2 5 5
C2 5 5 4 5 5 4 2 5 5
C3 5 5 4 5 5 4 2 5 5
C4 5 5 4 5 5 4 2 5 5
C5 5 5 4 5 5 4 2 5 5

bbb


https://obs.gedik.edu.tr/oibs/bologna/progCourseDetails.aspx?curCourse=113372&curProgID=59&lang=en