COURSE UNIT TITLE

: DERIVATIVE MARKETS

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
ISL 4014 DERIVATIVE MARKETS ELECTIVE 3 0 0 4

Offered By

Business Administration

Level of Course Unit

First Cycle Programmes (Bachelor's Degree)

Course Coordinator

PROFESSOR ERHAN DEMIRELI

Offered to

Business Administration
Business Administration

Course Objective

Presenting information related to futures market's structure, operations ,instruments and giving information about instruments ,using in Turkish Capital Market efficiently, to students interactively

Learning Outcomes of the Course Unit

1   Being able to categorize derivatives
2   Being able to distinguish Forward and Future transactions
3   Being able to draw up VOB(Derivatives Exchange)
4   Being able to compute derivatives' price
5   Being able to organize option agreement

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Introduction derivatives market
2 Derivatives Market Organizational Structure Sides
3 Derivatives Market Organizational Structure Sides
4 Derivatives Exchange
5 Pricing futures and aims
6 Severance tax- based futures
7 Foreign Exchange- based futures
8 Mid-Term Exam
9 Mid-Term Exam
10 Interest- based Futures
11 Golden- based Futures
12 Basics about options
13 Pricing options
14 Basics about swap

Recomended or Required Reading

Derivatives Exchange Guide, Any course book related to derivatives

Planned Learning Activities and Teaching Methods

The course will be taught with slides related to subject and case studies will be solved interactive

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA
1 MTE MIDTERM EXAM
2 MTEG MIDTERM GRADE MTEG * 1
3 FIN FINAL EXAM
4 FCGR FINAL COURSE GRADE MTEG * 0.40 + FIN * 0.60
5 RST RESIT
6 FCGR FINAL COURSE GRADE (RESIT) MTEG * 0.40 + RST * 0.60


Further Notes About Assessment Methods

None

Assessment Criteria

To be announced.

Language of Instruction

Turkish

Course Policies and Rules

To be announced.

Contact Details for the Lecturer(s)

To be announced.

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lectures 12 3 36
Preparations before/after weekly lectures 12 2 24
Preparation for midterm exam 1 14 14
Preparation for final exam 1 20 20
Midterm 1 1 1
Final 1 1 1
TOTAL WORKLOAD (hours) 96

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7PO.8PO.9PO.10PO.11PO.12PO.13PO.14PO.15
LO.11
LO.21
LO.31
LO.41
LO.51