MMBA587 Financial DerivativesIstanbul Okan UniversityDegree Programs Master of Science in Accounting and AuditingGeneral Information For StudentsDiploma SupplementErasmus Policy StatementNational Qualifications
Master of Science in Accounting and Auditing
Master TR-NQF-HE: Level 7 QF-EHEA: Second Cycle EQF-LLL: Level 7

General course introduction information

Course Code: MMBA587
Course Name: Financial Derivatives
Course Semester: Fall
Course Credits:
Theoretical Practical Credit ECTS
3 0 3 7.5
Language of instruction: TR
Course Requisites:
Does the Course Require Work Experience?: No
Type of course: Department Elective
Course Level:
Master TR-NQF-HE:7. Master`s Degree QF-EHEA:Second Cycle EQF-LLL:7. Master`s Degree
Mode of Delivery: Face to face
Course Coordinator : Assoc. Prof. HÜSEYİN MERT
Course Lecturer(s):
Course Assistants:

Course Objective and Content

Course Objectives: The course presents concepts, methods and various approaches about financial derivatives and their use. It is aimed to provide students with basic knowledge and analytical skills in the context of the functions and use of financial derivatives in relation to markets and contracts for financial derivatives and financial risk management at individual and corporate level.
Course Content: The course provides students with basic concepts, methods and approaches on financial risks and financial derivatives. "Forwards", "futures", options, "swaps" and other related derivative tools are taught. The works of derivative markets, contracts related to derivatives, risk reduction-hedging strategies, arbitrage strategies, diversification strategies, value and pricing of financial derivatives are covered.

Learning Outcomes

The students who have succeeded in this course;
Learning Outcomes
1 - Knowledge
Theoretical - Conceptual
2 - Skills
Cognitive - Practical
3 - Competences
Communication and Social Competence
Learning Competence
1) To have knowledge of basic financial management approaches in relation to financial assets and financial derivative instruments
Field Specific Competence
1) To know the features and usage of "Forwards", "futures", options and "swaps" tools and other derivative tools.
2) To know the basic strategies for reducing and preventing financial risks arising from asset prices, inflation, interest, foreign exchange dynamics and the like and to have their application knowledge.
Competence to Work Independently and Take Responsibility

Lesson Plan

Week Subject Related Preparation
1) Financial derivative concept Course Notes
2) “Forward” lar
3) "Futures"
4) "Forward" and "future" valuation and pricing
5) "Hedging" and "arbitrage" strategy
6) Interest rates and interest "futures"
7) Options pias mechanisms
8) Midterm
9) Various features and commercial strategies for options
10) Valuation and pricing of options
11) Share and money options
12) Derivatives for interest rates
13) "Swaps" and "Hedging"
14) “Swaps” on various basic assets
15) Status analysis
16) Final

Sources

Course Notes / Textbooks: Dersin Hocasının Kaynakları
References: Course Reference

Course-Program Learning Outcome Relationship

Learning Outcomes

1

2

3

Program Outcomes
1) Recognition of national legislation and international financial reporting standards in accounting
2) Preparation and interpretation of financial statements in accordance with the standards
3) Management of financial data
4) The Master's Program in Accounting and Auditing aims to provide the participants with the knowledge and skills needed to adapt to the change process in the field and to have the equipment that is preferred in the audit sector.
5) Graduates of this program may continue their academic careers and gain the qualification of Accounting Auditing Specialist and become the manager in finance, accounting, auditing and reporting departments of the leading companies in the business world.
6) To be able to evaluate accounting and auditing principles and applications with the help of analytical tools.
7) To be able to use the computer and the required package program.
8) To gain an interdisciplinary perspective.
9) To be conscious about business ethics and social responsibility.
10) To understand the basic principles of accounting and auditing and to apply the necessary principles to business life.

Course - Learning Outcome Relationship

No Effect 1 Lowest 2 Low 3 Average 4 High 5 Highest
           
Program Outcomes Level of Contribution
1) Recognition of national legislation and international financial reporting standards in accounting
2) Preparation and interpretation of financial statements in accordance with the standards
3) Management of financial data 4
4) The Master's Program in Accounting and Auditing aims to provide the participants with the knowledge and skills needed to adapt to the change process in the field and to have the equipment that is preferred in the audit sector.
5) Graduates of this program may continue their academic careers and gain the qualification of Accounting Auditing Specialist and become the manager in finance, accounting, auditing and reporting departments of the leading companies in the business world. 5
6) To be able to evaluate accounting and auditing principles and applications with the help of analytical tools.
7) To be able to use the computer and the required package program.
8) To gain an interdisciplinary perspective. 5
9) To be conscious about business ethics and social responsibility. 5
10) To understand the basic principles of accounting and auditing and to apply the necessary principles to business life. 4

Learning Activity and Teaching Methods

Field Study
Expression
Lesson
Problem Solving
Seminar

Assessment & Grading Methods and Criteria

Written Exam (Open-ended questions, multiple choice, true-false, matching, fill in the blanks, sequencing)
Oral Examination
Homework
Observation
Individual Project
Reporting
Tez Sunma

Assessment & Grading

Semester Requirements Number of Activities Level of Contribution
Midterms 1 % 40
Final 1 % 60
total % 100
PERCENTAGE OF SEMESTER WORK % 40
PERCENTAGE OF FINAL WORK % 60
total % 100

Workload and ECTS Credit Grading

Activities Number of Activities Workload
Course Hours 16 48
Field Work 16 128
Midterms 1 12
Final 1 15
Total Workload 203