finans.ss.ieu.edu.tr
Course Name | |
Code | Semester | Theory (hour/week) | Application/Lab (hour/week) | Local Credits | ECTS |
---|---|---|---|---|---|
Fall/Spring |
Prerequisites | None | |||||
Course Language | ||||||
Course Type | Elective | |||||
Course Level | - | |||||
Mode of Delivery | - | |||||
Teaching Methods and Techniques of the Course | ||||||
Course Coordinator | ||||||
Course Lecturer(s) | ||||||
Assistant(s) | - |
Course Objectives | |
Learning Outcomes | The students who succeeded in this course;
|
Course Description |
| Core Courses | |
Major Area Courses | ||
Supportive Courses | X | |
Media and Managment Skills Courses | ||
Transferable Skill Courses |
Week | Subjects | Required Materials |
1 | Chapters 1 and 2: Introduction | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
2 | Chapter 3: Hedging Strategies Using Futures | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
3 | Chapter 4: Interest Rates | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
4 | Chapter 5: Determination of Forward and Futures Prices | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
5 | Chapter 6: Interest Rate Futures | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
6 | Chapter 7: Swaps, Securitization, and the Crisis | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
7 | Chapter 8: Securitization and the Crisis | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
8 | Chapters 9 and 10: Properties of Options | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
9 | Chapter 11 and 12: Trading Strategies and Binomial Trees | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
10 | Chapter 13 and 14: Pricing of Stock Options | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
11 | Chapters 15 and 16: Options on Stock Indices, Currencies, and Futures | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
12 | Chapters 17: The Greeks | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
13 | Chapters 18 and 19: Binomial Trees in Practice and Volatility Smiles | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
14 | Chapter 25: Derivatives Mishaps and Course Review | John C. Hull, Fundamentals of Futures and Options Markets, (Pearson, 2011, 7e) |
15 | Review of the Semester | |
16 | Review of the Semester |
Course Notes/Textbooks | Book Chapters and Powerpoint slides |
Suggested Readings/Materials | Fundamentals of Futures and Options Markets, John C. Hull, 2011, Pearson |
Semester Activities | Number | Weigthing |
Participation | ||
Laboratory / Application | ||
Field Work | ||
Quizzes / Studio Critiques | ||
Portfolio | ||
Homework / Assignments | 15 | 45 |
Presentation / Jury | ||
Project | ||
Seminar / Workshop | ||
Oral Exam | ||
Midterm | ||
Final Exam | 1 | 55 |
Total |
Weighting of Semester Activities on the Final Grade | 45 | |
Weighting of End-of-Semester Activities on the Final Grade | 55 | |
Total |
Semester Activities | Number | Duration (Hours) | Workload |
---|---|---|---|
Course Hours (Including exam week: 16 x total hours) | 16 | 3 | 48 |
Laboratory / Application Hours (Including exam week: 16 x total hours) | 16 | ||
Study Hours Out of Class | 16 | 5 | |
Field Work | |||
Quizzes / Studio Critiques | |||
Portfolio | |||
Homework / Assignments | 15 | 5 | |
Presentation / Jury | |||
Project | |||
Seminar / Workshop | |||
Oral Exam | |||
Midterms | |||
Final Exams | 1 | 27 | |
Total | 230 |
# | Program Competencies/Outcomes | * Contribution Level | ||||
1 | 2 | 3 | 4 | 5 | ||
1 | Developing scientific expertise and capabilities in the field of finance through using creative and critical thinking and research skills; innovatively contribute to the discipline by new ideas and definitions based on the graduate level qualifications. | X | ||||
2 | Comprehending the interaction across various disciplines related to the field of finance, reaching at original conclusions by using new and complex analysis, synthesis and evaluation skills. | X | ||||
3 | Developing and championing new approaches to contribute the field of finance through apprehending the research methods. | X | ||||
4 | Contributing to the science of finance through developing new methods or implementing an existing method to a different field through investigating, comprehending, designing original topics. | X | ||||
5 | Conducting independent research, analyzing scientific phenomenon through broad, deep and critical perspective, arriving at new syntheses and evaluations in the discipline of finance. | X | ||||
6 | Publishing scientific articles in reputable refereed national and international journals, presenting papers in scientific conferences in the field of finance and its sub-disciplines. | X | ||||
7 | Following, attending and organizing national and international events such as conferences, seminars and panels to keep up with developments and create new solutions to the problems in the field of finance. | X | ||||
8 | Following pioneering and innovative theories and methods in the field of finance and implementing them in analysis and research. | X | ||||
9 | Developing creative solutions to the social, scientific and ethical issues within the scope of finance and business life and extending values that supports these solutions. | X | ||||
10 | Being able to use English fluently for both comprehending and publishing scientific publications and developing proper communication. |
*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest