Course Information
SemesterCourse Unit CodeCourse Unit TitleT+P+LCreditNumber of ECTS Credits
-1ITF471Financial Risk Management3+0+036

Course Details
Language of Instruction English
Level of Course Unit Bachelor's Degree
Department / Program International Trade and Finance (Eng)
Mode of Delivery Face to Face
Type of Course Unit Elective
Objectives of the Course The aim of a financial risk management course is to teach the methods of managing and controlling risks associated with investments or other financial activities.
Course Content This course covers derivative products such as Future, Forward, Swap and Options and other risk management techniques used to measure and reduce financial risk.
Course Methods and Techniques 1) Lecture
2) Group work
Prerequisites and co-requisities None
Course Coordinator None
Name of Lecturers Asist Prof. Fatma Dural fatma.dural@gedik.edu.tr
Assistants None
Work Placement(s) No

Recommended or Required Reading
Resources Options, Futures, and Other Derivatives John Hull ISBN:9780134472089, 013447208X
Essentials of Financial Risk Management by Karen A. Horcher (Author)
Brealey, R. A., Mayers, S. C., & Allen, F. (2011). Corporate Finance.
Options, Futures, and Other Derivatives John Hull ISBN:9780134472089, 013447208X

Course Category
Mathematics and Basic Sciences %40
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 % 30
Practice 2 % 20
Final examination 1 % 50
Total
4
% 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 3 42
Mid-terms 1 20 20
Practice 2 15 30
Final examination 1 20 20
Total Work Load   Number of ECTS Credits 6 154

Course Learning Outcomes: Upon the successful completion of this course, students will be able to:
NoLearning Outcomes
1 Analyze the risk-return relationship.
2 Identify different types of risks.
3 Apply risk management techniques at a simple level.


Weekly Detailed Course Contents
WeekTopicsStudy MaterialsMaterials
1 Foundations of Risk Management: Definition of risk and risk management Essentials of Financial Risk Management by Karen A. Horcher (Chapter 1) Essentials of Financial Risk Management by Karen A. Horcher (Chapter 1)
2 Types of risk : Market risk,Credit risk, Foreign Exchange risk, interest rate risk and its sources Essentials of Financial Risk Management by Karen A. Horcher (Chapter 2) Essentials of Financial Risk Management by Karen A. Horcher (Chapter 2)
3 The Investment Settings:The Rate Of Return On An Investment (Single Period Return, Nominal-real return) Available at ue.gedik.edu.tr Available at ue.gedik.edu.tr
4 Multi-Period return and Annualized return Available at ue.gedik.edu.tr Available at ue.gedik.edu.tr
5 Modern Portfolio Theory and Diversification Brealey, R. A., Mayers, S. C., & Allen, F. (2011). Corporate Finance,“Portfolio Theory and the Capital Asset Model Pricing”, Chapter 8, (Pages: 185-195) Brealey, R. A., Mayers, S. C., & Allen, F. (2011). Corporate Finance,“Portfolio Theory and the Capital Asset Model Pricing”, Chapter 8, (Pages: 185-195)
6 Measuring Portfolio Risk and Return Brealey, R. A., Mayers, S. C., & Allen, F. (2011). Corporate Finance Brealey, R. A., Mayers, S. C., & Allen, F. (2011). Corporate Finance, Chapter 7
7 Financial Risk Management Strategies (Risk Avoidance and Reduction and Transfer) Options, Futures, and Other Derivatives John Hull ISBN:9780134472089013447208X, Chapter 1. Options, Futures, and Other Derivatives John Hull ISBN:9780134472089,013447208X, Chapter 1.
8 Financial Risk Management Strategies (Continue) Options, Futures, and Other Derivatives John Hull ISBN:9780134472089, 013447208X, Chapter 1. Options, Futures, and Other Derivatives John Hull ISBN:9780134472089, 013447208X, Chapter 1.
9 Forward Options, Futures, and Other Derivatives John Hull ISBN:9780134472089, 013447208X, Chapter 1.(page3-7) Options, Futures, and Other Derivatives John Hull ISBN:9780134472089, 013447208X, Chapter 1.(page3-7).
10 Future Options, Futures, and Other Derivatives John Hull ISBN:9780134472089, 013447208X, pages: 21-41. Options, Futures, and Other Derivatives John Hull ISBN:9780134472089, 013447208X, pages:21-41.
11 Swap Options, Futures, and Other Derivatives John Hull ISBN:9780134472089, 013447208X, pages:147-169. Options, Futures, and Other Derivatives John Hull ISBN:9780134472089, 013447208X, pages:147-169.
12 Problem Solving (Forward-Future-Swap) Available at ue.gedik.edu.tr Available at ue.gedik.edu.tr
13 Options Options, Futures, and Other Derivatives John Hull ISBN:9780134472089, 013447208X pages:179-196. Options, Futures, and Other Derivatives John Hull ISBN:9780134472089, 013447208X, pages:179-196.
14 General Review and Practice Available at ue.gedik.edu.tr Available at ue.gedik.edu.tr


Contribution of Learning Outcomes to Programme Outcomes
P1 P2 P3 P4 P5 P6 P7
C1 5 4 3 2 2 1 1
C2 5 3 3 2 2 1 1
C3 5 5 4 3 3 1 1

bbb


https://obs.gedik.edu.tr/oibs/bologna/progCourseDetails.aspx?curCourse=115768&curProgID=5647&lang=en