COURSE UNIT TITLE

Offered By

Master`s Degree in Financial Economics (Non-Thesis-Evening)

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

PROFESSOR DOCTOR SAADET KASMAN

Offered to

Master`s Degree in Financial Economics (Non-Thesis-Evening)

Course Objective

The objective of this course to foster an understanding of derivatives particularly, forwards, futures, options, swaps, collateralized debt obligations and credit default swaps. This is achieved through an introduction of the basic techniques of pricing and trading. The course also focuses on the usage of these instruments for speculation and risk management.

Learning Outcomes of the Course Unit

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Recomended or Required Reading

John Hull [H] (2011): Options, Futures and other Derivatives. 8th Edition, Prentice
Hall. ISBN: 0132164949

Planned Learning Activities and Teaching Methods

1. Lectures
2. Class Discussions
3. Assignments

Assessment Methods

Further Notes About Assessment Methods

None

Assessment Criteria

1.The students will describe the different types of risks that organizations and individuals encounter
2. The students will define the mechanics of forwards, futures, swaps and options.
3. The students will adapt theoretical concepts to hedging strategies by using futures and forwards.
4. The students will design a swap in the absence or presence of a financial intermediary
5. The students will design strategy which incorporates the use of call and put options

Language of Instruction

English

Course Policies and Rules

It is obligatory to attend at least 70% of the classes.

Contact Details for the Lecturer(s)

To be announced.

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Contribution of Learning Outcomes to Programme Outcomes