COURSE UNIT TITLE

: FINANCIAL RISK MANAGEMENT

DEGREE PROGRAMMES

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
UAT 4077 FINANCIAL RISK MANAGEMENT ELECTIVE 3 0 0 5

Offered By

International Trade

Level of Course Unit

First Cycle Programmes (Bachelor's Degree)

Course Coordinator

ASSISTANT PROFESSOR NEHIR BALCI

Offered to

International Trade

Course Objective

This course aims to teach the instruments of financial risk management, techniques; give information about the derivative markets.

Learning Outcomes of the Course Unit

1   Learn the financial risk management techniques.
2   Learn the differences between forward and futures markets and transactions of these markets.
3   Understanding derivative markets strategies and learn the transactions of these instruments in Türkiye.

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 General Definitions about Financial Risk Management
2 Risk, Return and Beta
3 Portfolio Risk and Calculation of Return
4 Concept of Value at Risk
5 Basics of Futures Markets
6 Financial Futures with Hedging and Speculation
7 Mid Term Exam
8 Types of Forward Contracts and Pricing of Forward Contracts
9 Types of Forward Contracts and Pricing of Forward Contracts
10 Futures and Forward Contracts
11 Basics of Option and Swap Markets
12 Types and Pricing of Swaps
13 Modelling Financial Risk
14 Country Risk and International Financial Risk Management
15 Country Risk and International Financial Risk Management
16 Final Exam
17 Final Exam

Recomended or Required Reading

Shapiro, A.C. Multinational Financial Management, Allyn
Ross, S.A. Westerfield, R.W., Jaffe J. Corporate Finance, Mc-GrawHill College, 2010

Planned Learning Activities and Teaching Methods

Lecture by instructor, class discussion conducted by instructor, problem solving or case studies, question and answer teaching method.

Assessment Methods

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


Further Notes About Assessment Methods

None

Assessment Criteria

Skill in analysis, synthesis and critical thinking; skill in problem solving; skill in application via midterm and final exams.

Language of Instruction

Turkish

Course Policies and Rules

The Regulation of Dokuz Eylul University on Education and Examination in Associate's and Bachelor's Degrees.
The Code of Practices of School of Applied Sciences on Education and Examination.

Contact Details for the Lecturer(s)

nehir.balci@deu.edu.tr

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lectures 14 3 42
Preparations before/after weekly lectures 13 3 39
Preparation for midterm exam 1 14 14
Preparation for final exam 1 16 16
Final 1 1 1
Midterm 1 1 1
TOTAL WORKLOAD (hours) 113

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5PO.6PO.7PO.8PO.9PO.10PO.11PO.12PO.13PO.14
LO.121111111513511
LO.221111111513511
LO.321111111513511

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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