finans.ss.ieu.edu.tr
Course Name | |
Code | Semester | Theory (hour/week) | Application/Lab (hour/week) | Local Credits | ECTS |
---|---|---|---|---|---|
Spring |
Prerequisites | None | |||||
Course Language | ||||||
Course Type | Required | |||||
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 | X | |
Supportive Courses | ||
Media and Managment Skills Courses | ||
Transferable Skill Courses |
Week | Subjects | Required Materials |
1 | Funds and commercial banks, a quick look at the financial markets | Mr. Halit Soydan’s own Course Notes for ECON511 |
2 | A quick reminder about securities, A quick reminder about foreign exchanges, and trading techniques | Mr. Halit Soydan’s own Course Notes for ECON511 |
3 | Derivatives under the roof of futures exchanges, and over the counter contracts | Mr. Halit Soydan’s own Course Notes for ECON511 |
4 | The relationship between interest rates and bond prices, yield concepts per se Pricing and handling securities at the Istanbul Stock Exchange Money market yields | Mr. Halit Soydan’s own Course Notes for ECON511 |
5 | Duration models, GAP analyses, Asset and liabilities management | Mr. Halit Soydan’s own Course Notes for ECON511 |
6 | Managing interest rate risk | Mr. Halit Soydan’s own Course Notes for ECON511 |
7 | Financial futures and interest rate swaps | Mr. Halit Soydan’s own Course Notes for ECON511 |
8 | Use of options on financial futures | Mr. Halit Soydan’s own Course Notes for ECON511 |
9 | Reserve requirement for banks Capital and liquidity ratios for banks in Turkey BASELL I, II, III | Mr. Halit Soydan’s own Course Notes for ECON511 |
10 | Fund raising techniques worth mentioning separately Syndicated loans REPOs and REVERSE REPOs | Mr. Halit Soydan’s own Course Notes for ECON511 |
11 | Turkish Interbank | Mr. Halit Soydan’s own Course Notes for ECON511 |
12 | Fund utilizations in Turkish banking | Mr. Halit Soydan’s own Course Notes for ECON511 |
13 | Risk and return concepts and calculations Portfolio management “The Markowitz Model” Ex-post versus ex-ante calculations | Mr. Halit Soydan’s own Course Notes for ECON511 |
14 | Risk of security, Portfolio risk, Covariance | Mr. Halit Soydan’s own Course Notes for ECON511 |
15 | Off-balance-sheet items, Securitization, Mortgage financing | Mr. Halit Soydan’s own Course Notes for ECON511 |
16 | Review of the Semester |
Course Notes/Textbooks | Mr. Halit Soydan’s own Course Notes for ECON511 |
Suggested Readings/Materials | Supplementary reading materials: (In addition to current hot topics of the week as appears at Turkish and international press, dailies, periodicals at electronic media or otherwise): 1. Bank Management by Timothy W Koch, The Dreyden Press. Investment Analysis and Management by Charles P Jones, John Wiley and Sons. The Mathematics of Banking and Finance by Dennis Cox, Michael Cox \n4. Mastering Financial Mathematics by Alastair L Day |
Semester Activities | Number | Weigthing |
Participation | 14 | 15 |
Laboratory / Application | ||
Field Work | ||
Quizzes / Studio Critiques | ||
Portfolio | ||
Homework / Assignments | 1 | 15 |
Presentation / Jury | ||
Project | ||
Seminar / Workshop | ||
Oral Exam | ||
Midterm | 1 | 30 |
Final Exam | 1 | 40 |
Total |
Weighting of Semester Activities on the Final Grade | 60 | |
Weighting of End-of-Semester Activities on the Final Grade | 40 | |
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 | 6 | |
Field Work | |||
Quizzes / Studio Critiques | |||
Portfolio | |||
Homework / Assignments | 1 | ||
Presentation / Jury | 1 | 21 | |
Project | |||
Seminar / Workshop | |||
Oral Exam | |||
Midterms | 1 | 30 | |
Final Exams | 1 | 30 | |
Total | 225 |
# | 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