| Week |
Subject |
Related Preparation |
| 1) |
Basic Properties of Futures and Forward Markets
|
|
| 2) |
The Margin System in Futures Markets by examples from Turkey and U.S
|
|
| 3) |
The Theretical Pricing of Commodity, FX and Index Futures
|
|
| 4) |
The use of futures for hedging, Static and Dynamic Hedging, the importance of basis in hedging by futures
|
|
| 5) |
The basics and primary properties of options, The Profit/Loss Diagrams, Main Determinants of Option Premiums
|
|
| 6) |
Black-Scholes Model: Its Asumptions, Mathematical Derivation and Applications
|
|
| 7) |
Binomial Model: Its Assumptions, Derivation and Applications
|
|
| 8) |
Monte-Carlo Simulations: Definition and Applications
|
|
| 9) |
Orther Option Pricing Models (Bjerklund-Stensland, Jarrow-Rudd, Corrado-Su, Bates, Hull-White and SABR models)
|
|
| 10) |
Delta and Other Greeks, Derivation of Black-Scholes, Binomial and Monte-Carlo Greeks, Hedging by Options (Delta Hedging and İts Applications)
|
|
| 11) |
Option Strategies (Vertical Spread, Straddle, Strangle, Butterfly ad others)
|
|
| 12) |
Exotic Opions (Barrier, Asian, Lookback, Binary, Chooser, Compund, Bermuda); Definitions, Basic Pricing Formulas and applications
|
|
| 13) |
Definition of Volatility and Forecasting of Volatility; İmplied Volatility, Historical Volatility and GARCH approaches
|
|
| 14) |
Swaps; Basic Types and Definitions
|
|
| |
Program Outcomes |
Level of Contribution |
| 1) |
Being able to evaluate and use new knowledge in Economics and Finance with a systematic approach. |
4 |
| 1) |
Being able to develop new thoughts and methods in Economics and Finance by using high-level mental processes such as creative and critical thinking, problem solving and decision making. |
3 |
| 1) |
Being able to contribute to the progress in Economics and Finance by independently carrying out an original work that brings innovation to the field, develops a new idea, method, design and/or application or applies a known idea, method, design and/or application to a different field. |
4 |
| 1) |
Being able to develop and deepen current and advanced knowledge in the field with original thought and/or research at the level of expertise based on Master's qualifications, and reach original definitions that will bring innovation to the field. |
4 |
| 1) |
Being able to critically examine and develop social relations and the norms that guide these relations, and to manage actions to change them when necessary. |
3 |
| 1) |
Being able to contribute to the process of becoming an information society and maintaining it by introducing scientific, technological, social or cultural advances in the fields of Economics and Finance. |
5 |
| 2) |
Being able to comprehend the interdisciplinary interaction that Economics and Finance are related to; and to reach original results by using knowledge that requires expertise in analyzing, synthesizing and evaluating new and complex ideas. |
5 |
| 2) |
Being able to develop a new idea, method, design and/or application that brings innovation to the fields of Economics and Finance, or to apply a known idea, method, design and/or application to a different field, to investigate, comprehend, design, adapt and apply an original subject. |
5 |
| 2) |
Being able to defend their original views in the discussion of the issues in the field with experts and to establish an effective communication showing their competence in the field. |
3 |
| 2) |
Being able to interact functionally by using strategic decision making processes in solving problems related to Economics and Finance. |
4 |
| 2) |
Being able to expand the limits of knowledge in the field by publishing at least one scientific article on Economics and Finance in national and/or international peer-reviewed journals and/or by producing or interpreting an original work. |
3 |
| 3) |
Being able to contribute to the solution of social, scientific, cultural and ethical problems encountered in Economics and Finance and to support the development of these values. |
3 |
| 3) |
Being able to critically analyze, synthesize and evaluate new and complex ideas. |
4 |
| 3) |
Being able to communicate and discuss at an advanced level in written, oral and visual English using at least the European Language Portfolio C1 General Level. |
3 |
| 3) |
Ability to lead in environments that require the resolution of unique and interdisciplinary problems. |
3 |
| 4) |
Gaining high-level skills in using research methods in studies related to Economics and Finance. |
4 |
BAHÇEŞEHİR UNIVERSITY BİLGİ PAKETİ / DERS KATALOĞU
