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) | Banu DİNCER bdincer@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, |
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 | 40 |
| Contribution of final exam to overall grade | 0 | 60 |
| Toplam | 0 | 100 |
In-Term Studies
| Number | Contribution | |
|---|---|---|
| Assignments | 0 | 0 |
| Presentation | 0 | 0 |
| Midterm Examinations (including preparation) | 0 | 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 | 0 | 0 |
| Toplam | 0 | 40 |
| 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 |
|---|---|---|---|
| Total Workload | 0 | ||
| Total Workload / 25 | 0.00 | ||
| Credits ECTS | 0 | ||