Master Program in Business Administration

Rısk Management(G556)

Course Code Course Name Semester Theory Practice Lab Credit ECTS
G556 Rısk Management 2 3 0 0 3 7
Prerequisites
Admission Requirements
Language of Instruction Turkish
Course Type Elective
Course Level Masters Degree
Course Instructor(s) Vehbi Mehmet BOLAK mbolak@gsu.edu.tr (Email)
Assistant
Objective The aim of this course is to equip the students with the knowledges of financial risks, valuation of risky projects and the risk management instruments.
Content Week 1.: The concept of risk
Week 2.: The measurement of risk
Week 3.: Investment decisions under uncertainty
Week 4.: Investment decisions under risk
Week 5.: Risk management
Week 6.: Forwards
Week 7.: Futures
Week 8.: Forward rate agreements
Week 9.: Midterm exam
Week 10.: Swaps
Week 11.: Call and put options
Week 12.: Option combinations
Week 13.: Hybrid and synthetic instruments
Week 14.: Value at risk
Course Learning Outcomes This course will provide to;
1. Be familiar with the concepts of risk and risk measurement
2. Be able to evaluate the risky projects and to choose the best within them
3. Compare the results of the different strategies of future contrats
4. Have the skill of managing financial risks with the use of financial instruments
Teaching and Learning Methods
References BOLAK, Mehmet ; “Finans Mühendisliği: Kavramlar ve Araçlar”, Beta Basım, Yayım, Dağıtım A.Ş., Ekim 1998, İstanbul.

ERSAN, İhsan ; “ Finansal Türevler” Literatür Yayıncılık, Dağıtım, Pazarlama San. Ve Tic. Ltd., İstanbul, 1997

GALİTZ, Lawrence C. ; “Financial Engineering: Tools and Techniques to Manage Financial Risk”, Pitman Publishing Company, London, 1995

MARSHALL, John f., Vipul K. BANSAL; “Financial Engineering: A Complete Guide to Financial Innovation”, New York Instıtute of Finance,
Print the course contents
Theory Topics
Week Weekly Contents
1 The concept of risk
2 The measurement of risk
3 Investment decisions under uncertainty
4 Investment decisions under risk
5 Risk management
6 Forwards
7 Futures
8 Forward rate agreements
9 Midterm exam
10 Swaps
11 Call and put options
12 Option combinations
13 Hybrid and synthetic instruments
14 Value at risk
Practice Topics
Week Weekly Contents
Contribution to Overall Grade
  Number Contribution
Contribution of in-term studies to overall grade 0 55
Contribution of final exam to overall grade 0 45
Toplam 0 100
In-Term Studies
  Number Contribution
Assignments 0 0
Presentation 0 0
Midterm Examinations (including preparation) 1 40
Project 0 0
Laboratory 0 0
Other Applications 0 0
Quiz 0 0
Term Paper/ Project 0 0
Portfolio Study 0 0
Reports 0 0
Learning Diary 0 0
Thesis/ Project 0 0
Seminar 0 0
Other 1 15
Toplam 2 55
No Program Learning Outcomes Contribution
1 2 3 4 5
1 At the end of the program successful students, Will have a good command of the concepts and theories of different areas of Business Administration such as Production, Marketing, Accounting/Finance, Management and Organizational Behavior and will have an integrative point of view to understand the interaction between these domains. X
2 Will be able to grasp the operation of different functions (Accounting /Finance, Marketing, Human Resources, and Management) of organizations and also will be able to create hypotheses for research proposals. X
3 Will be able to do research for determining changes, diagnosing problems and developing solutions in business world. X
4 Will have a command of qualitative and quantitative research methodology. X
5 Will be able to conduct statistical analyses and interpret the results. X
6 Will have a command of scientific studies (writing articles, presenting papers) X
7 Should have mastery of at least one foreign language at a scientific level to be able to realize cross-cultural studies.
8 Should be able to update his/her professional knowledge and skills continuously to be able to adapt to changes in scientific area. X
9 Should be able to do team work in researches and studies and contribute to information flow. X
10 Will be able to have a holistic approach to Business Administration and prepare a thesis on a special area of the field. X
11 être en mesure d’avoir une perspective globale de la gestion et de fournir une thèse en se spécialisant dans une des sphères de ce domaine. X
Activities Number Period Total Workload
Class Hours 14 3 42
Working Hours out of Class 14 5 70
Midterm Examinations (including preparation) 1 25 25
Final Examinations (including preparation) 1 37 37
Total Workload 174
Total Workload / 25 6,96
Credits ECTS 7
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