COURSE UNIT TITLE

: FINANCIAL MARKETS THEORY

DEGREE PROGRAMMES

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
DBA 6409 FINANCIAL MARKETS THEORY ELECTIVE 3 0 0 6

Offered By

Business Administration (English)

Level of Course Unit

Third Cycle Programmes (Doctorate Degree)

Course Coordinator

PROFESSOR DOCTOR PINAR EVRIM MANDACI

Offered to

Business Administration (English)

Course Objective

The objective of the course is to provide students with an in-depth understanding of modern and port-modern portfolio theory, asset pricing models; valuation and managing bond portfolios; equity valuation models; options and futures, valuation of options; portfolio performance evaluation and the theory of active portfolio management.

Learning Outcomes of the Course Unit

1   Understand modern and post- modern portfolio theory with their applications.
2   Evaluate asset pricing models from their early stages up to now.
3   Evaluate valuation techniques for all kinds of financial assets covering stocks, bonds, options and etc.
4   Analyze market efficiency and behavioral finance and their applications.
5   Analyze the macroeconomic and industry factors affecting the securities values.
6   Evaluate the performance of portfolio managers, performance attribution and active portfolio management.

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Portfolio Theory and Practice
2 Capital Asset Pricing Theory
3 Arbitrage Pricing Theory
4 Multifactor Models of Risk and Return
5 The Efficient Market Hypothesis and Behavioral Finance
6 Bond Pricing
7 The Term Structure of Interest Rates
8 Managing Bond Portfolios
9 Macroeconomic and Industry Analysis
10 Equity Valuation Models
11 Derivatives: Future, Option and other Derivatives Market
12 Option Valuation
13 Portfolio Performance Evaluation
14 The Theory of Active Portfolio Management

Recomended or Required Reading

Investments, Zvi Bodie, Alex Kane, Alan J. Marcus, 11th edition.

Planned Learning Activities and Teaching Methods

Discussion, assignment, presentation

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 * 0.20 + STT* 0.40 + FIN* 0.40
5 RST RESIT
6 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.20 + STT * 0.40 + RST* 0.40


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

Further Notes About Assessment Methods

None

Assessment Criteria

Late submissions of assignments will not be accepted.

Language of Instruction

English

Course Policies and Rules

1. Attending at least 70 percent of lectures is mandatory.
2. Plagiarism of any type will result in disciplinary action.
3. Students are expected to participate actively in class discussions.
4. Students are expected to attend classes on time.
5. Students must obey the time limits of their presentation.

Contact Details for the Lecturer(s)

pinar.evrim@deu.edu.tr

Office Hours

Appointments via e-mail.

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 5 5
Preparation for final exam 1 5 5
Preparing assignments 12 5 60
Preparing presentations 12 2 24
Midterm 1 1,5 2
Final 1 1,5 2
TOTAL WORKLOAD (hours) 158

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5
LO.145455
LO.245455
LO.345455
LO.445455
LO.545455
LO.645455

CONTACT INFORMATION
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Phone: +90(232) 412 12 12 - Fax: +90 (232) 464 81 35

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