COURSE UNIT TITLE

: SEMINAR IN FINANCIAL DERIVATIVES

DEGREE PROGRAMMES

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
DBA 6140 SEMINAR IN FINANCIAL DERIVATIVES ELECTIVE 3 0 0 9

Offered By

Business Administration (English)

Level of Course Unit

Third Cycle Programmes (Doctorate Degree)

Course Coordinator

PROFESSOR PINAR EVRIM MANDACI

Offered to

Business Administration (English)

Course Objective

The aim of this course is to introduce the students to the financial derivatives and its application areas. This course focuses on the mechanism of financial derivative markets, futures prices, hedging and aims to convey the strategies made using derivative products in a comprehensive manner. This course focuses on financial derivative instruments, hedging and risk management.

Learning Outcomes of the Course Unit

1   Will be able to explain financial derivatives and basic concepts.
2   Discuss the pricing and applications of financial derivatives.
3   Discuss the impact of the use of financial derivatives on companies and economies.

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Overview of Financial Derivatives
2 Mechanism of Futures and Forward Markets
3 Strategies to Protect by Using Financial Futures Contracts
4 Strategies to Protect by Using Financial Futures Contracts
5 Forward and Futures Price Determiners
6 Interest Rate Swaps, Foreign Exchange Swaps, and Credit Default Swaps (CTS) CDS).
7 Introduction to the Mechanism of Option Markets
8 Options-Related Transaction Strategies
9 Option Pricing
10 Option Pricing
11 Applications Related to Financial Derivatives
12 Applications Related to Financial Derivatives

Recomended or Required Reading

1. John Hull [H] (2011): Options, Futures and other Derivatives. 8th Edition, Prentice
Hall. ISBN: 0132164949
2. Chance and Brooks, An introduction to derivatives and risk management, 7th ed.,
Thomson South-Western
3. Articles

Planned Learning Activities and Teaching Methods

Lecture, discussion, case studies, problem solving

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA
1 MTE MIDTERM EXAM
2 STT TERM WORK (SEMESTER)
3 FIN FINAL EXAM
4 FCG FINAL COURSE GRADE MTE * 0.30 + STT * 0.30 + FIN* 0.40
5 RST RESIT
6 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.30 + STT * 0.30 + RST* 0.40


*** Resit Exam is Not Administered in Institutions Where Resit is not Applicable.

Further Notes About Assessment Methods

None

Assessment Criteria

1. Students will define the mechanism of forwards, futures and options.
2. Students will adapt the theoretical concepts to the protection strategies using futures and forwards.
3. Students will design swaps in the presence and absence of financial intermediaries.
4. Students will design strategies using buying and selling options.
5. Students will discuss the use of financial derivatives and examples in the world.

Language of Instruction

English

Course Policies and Rules

1. Plagiarism of any type will result in disciplinary action.
2. Attending at least 70 percent of lectures is mandatory.
3. All assignments should be submitted on time. Otherwise will not be accepted.

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
Preparation for midterm exam 1 20 20
Preparation for final exam 1 25 25
Preparations before/after weekly lectures 12 3 36
Preparing presentations 3 5 15
Preparing assignments 8 10 80
Final 1 3 3
Midterm 1 3 3
TOTAL WORKLOAD (hours) 218

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7
LO.15555555
LO.25555555
LO.35555555

CONTACT INFORMATION
Dokuz Eylül Üniversitesi Cumhuriyet Bulvarı No: 144 35210 Alsancak / İZMİR
Phone: +90(232) 412 12 12 - Fax: +90 (232) 464 81 35

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