| Kodu |
Dersin Adı |
Yarıyıl |
Süresi(T+U) |
Kredisi |
AKTS Kredisi |
| ISL426 |
ULUSLARARASI FİNANSAL PİYASALAR VE PORTFÖY YÖNETİMİ |
8 |
3 |
3 |
8 |
DERS BİLGİLERİ |
| Dersin Öğretim Dili : |
Türkçe |
| Dersin Düzeyi |
BACHELOR'S DEGREE, TYY: + 6.Level, EQF-LLL: 6.Level, QF-EHEA: First Cycle |
| Dersin Türü |
Zorunlu |
| Dersin Veriliş Şekli |
- |
| Dersin Koordinatörü |
Assist.Prof. ÇAĞLA TUĞBERK ARIKER |
| Dersi Veren Öğretim Üyesi/Öğretim Görevlisi |
|
| Ders Ön Koşulu |
Yok |
AMAÇ VE İÇERİK |
| Amaç: |
This course aims to give the students general overview on financial markets and portfolio management process. Also, the students will be encouraged to think analytically, solve and analyze the problems in capital market applications via case studies. |
| İçerik: |
Contents of the course include studying functioning of the International financial markets and the institutions which operate in these markets, learning the types of securities, learning the theories on pricing of securities, studying market efficiency and investor behaviours. |
DERSİN ÖĞRENME ÇIKTILARI (Öğrenciler, bu dersi başarı ile tamamladıklarında aşağıda belirtilen bilgi, beceri ve/veya yetkinlikleri gösterirler.) |
| Students interpret the developments in the international financial markets. |
| Students interpret the market efficiency by using the financial data techniques. |
| Students prepare an optimal portfolio by applying portfolio and capital market theories. |
| Students analyze the macroeconomic and sectoral factors that may effect the prices of securities. |
HAFTALIK DERS KONULARI VE ÖNGÖRÜLEN HAZIRLIK ÇALIŞMALARI |
| Hafta |
Ön Hazırlık |
Konular |
Yöntem |
| 1 |
Reading the relevant chapter in the coursebook |
Financial markets and intermediaries |
Lecture & Discussion |
| 2 |
Reading the relevant chapter in the coursebook |
Types of financial markets |
Lecture & Discussion |
| 3 |
Reading the relevant chapter in the coursebook |
Capital market instruments |
Lecture & Discussion |
| 4 |
Reading the relevant chapter in the coursebook |
Valuation of stocks and bonds |
Lecture & Discussion |
| 5 |
Reading the relevant chapter in the coursebook |
Portfolio theory |
Lecture & Discussion |
| 6 |
Reading the relevant chapter in the coursebook |
Capital market theory |
Lecture & Discussion |
| 7 |
Reading the relevant chapter in the coursebook |
Pricing model for financial assets |
Lecture & Discussion |
| 8 |
- |
MID-TERM EXAM |
- |
| 9 |
Reading the relevant chapter in the coursebook |
Arbitrage pricing theory |
Lecture & Discussion |
| 10 |
Reading the relevant chapter in the coursebook |
Derivative products: Forward and future contracts |
Lecture & Discussion |
| 11 |
Reading the relevant chapter in the coursebook |
Derivative products: Option contracts |
Lecture & Discussion |
| 12 |
Reading the relevant chapter in the coursebook |
Derivative products: Swap contracts |
Lecture & Discussion |
| 13 |
Reading the relevant chapter in the coursebook |
Market efficiency and Risk management |
Lecture & Discussion |
| 14 |
Reading the relevant chapter in the coursebook |
Behavioral finance |
Lecture & Discussion |
| 15 |
Reading the relevant chapter in the coursebook |
Case Studies |
Lecture & Discussion & Case Study |
| 16 |
- |
FINAL EXAM |
- |
| 17 |
- |
FINAL EXAM |
- |
KAYNAKLAR |
| Demirel, E., (2013). Uluslararasi Finansal Piyasalarda Portfoy Yonetimi ve Opsiyon Sozlesmeleri. Paradigma Akademi Publications |
| Sharpe, W. F., & Sharpe, W. F. (1970). Portfolio theory and capital markets (Vol. 217). New York: McGraw-Hill. |
| Civan, M. (2010). Sermaye piyasasi analizleri ve portfoy yonetimi. Ekin Publications. |
ÖLÇME VE DEĞERLENDİRME |
| Yarıyıl İçi Yapılan Çalışmaların Ölçme ve Değerlendirmesi |
Etkinlik Sayısı |
Katkı Yüzdesi |
Açıklama |
| (0) Etkisiz |
(1) En Düşük |
(2) Düşük |
(3) Orta |
(4) İyi |
(5) Çok İyi |
| 0 |
1 |
2 |
3 |
4 |
5 |
DERSİN PROGRAM ÖĞRENME ÇIKTILARINA KATKISI
| KNOWLEDGE |
| Theoretical |
|
Program Yeterlilikleri/Çıktıları |
Katkı Düzeyi |
| 0 |
1 |
2 |
3 |
4 |
5 |
| 1 |
Define the theories, concepts and principles of the basic and sub-fields of business.
|
|
|
2 |
|
|
|
| 2 |
Explain business functions and processes based on current scientific sources.
|
|
|
2 |
|
|
|
| KNOWLEDGE |
| Factual |
|
Program Yeterlilikleri/Çıktıları |
Katkı Düzeyi |
| 0 |
1 |
2 |
3 |
4 |
5 |
| 1 |
Relate internationally valid business cases with the theories and concepts of other social sciences.
|
|
|
2 |
|
|
|
| SKILLS |
| Cognitive |
|
Program Yeterlilikleri/Çıktıları |
Katkı Düzeyi |
| 0 |
1 |
2 |
3 |
4 |
5 |
| 1 |
Explain the current events and facts in his / her field analytically and systematically based on advanced knowledge and skills he / she has.
|
|
|
|
3 |
|
|
| SKILLS |
| Practical |
|
Program Yeterlilikleri/Çıktıları |
Katkı Düzeyi |
| 0 |
1 |
2 |
3 |
4 |
5 |
| 1 |
Use the theoretical and factual knowledge in business for occupational practices.
|
|
|
|
|
4 |
|
| 2 |
Solve individual and organizational problems in business life.
|
|
|
2 |
|
|
|
| 3 |
Use computer programs (SPSS, R, Excel, Stata) efficiently against the complex business problems.
|
|
|
|
3 |
|
|
| OCCUPATIONAL |
| Autonomy & Responsibility |
|
Program Yeterlilikleri/Çıktıları |
Katkı Düzeyi |
| 0 |
1 |
2 |
3 |
4 |
5 |
| 1 |
Plan research and work using knowledge and skills gained in the field of business.
|
|
|
|
3 |
|
|
| 2 |
Organize the activities for organizational goals and purposes independently.
|
|
|
|
|
4 |
|
| OCCUPATIONAL |
| Learning to Learn |
|
Program Yeterlilikleri/Çıktıları |
Katkı Düzeyi |
| 0 |
1 |
2 |
3 |
4 |
5 |
| 1 |
Criticize advanced knowledge and skills in the field with a critical approach.
|
|
|
|
3 |
|
|
| 2 |
Develop the existing knowledge and skills with a critical point of view under the impact of scientific, technological and current developments.
|
|
|
2 |
|
|
|
| OCCUPATIONAL |
| Communication & Social |
|
Program Yeterlilikleri/Çıktıları |
Katkı Düzeyi |
| 0 |
1 |
2 |
3 |
4 |
5 |
| 1 |
Express his/her knowledge, thoughts and solutions on business to related stakeholders in written and verbal ways.
|
|
|
|
|
|
5 |
| 2 |
Use the information and communication technology software and equipment required for business.
|
|
|
|
|
4 |
|
| OCCUPATIONAL |
| Occupational and/or Vocational |
|
Program Yeterlilikleri/Çıktıları |
Katkı Düzeyi |
| 0 |
1 |
2 |
3 |
4 |
5 |
| 1 |
Apply the social, scientific, cultural and ethical values at the stages of the collection of data, their implementation, interpretation and announcement of results in the field of business.
|
|
|
|
|
4 |
|
| 2 |
Relate the concepts of social rights, occupational safety, employee health, quality management and sustainability with the cases in business life.
|
|
|
|
3 |
|
|
DERSİN İŞ YÜKÜ VE AKTS KREDİSİ |
| Öğrenme-Öğretme Etkinlikleri İş Yükü |
| Öğrenme-Öğretme Etkinlikleri |
Etkinlik(hafta sayısı) |
Süresi(saat sayısı) |
Toplam İş Yükü |
| Lecture & In-Class Activities |
14 |
3 |
42 |
| Preliminary & Further Study |
14 |
3 |
42 |
| Land Surveying |
0 |
0 |
0 |
| Group Work |
2 |
3 |
6 |
| Laboratory |
0 |
0 |
0 |
| Reading |
14 |
2 |
28 |
| Assignment (Homework) |
14 |
3 |
42 |
| Project Work |
0 |
0 |
0 |
| Seminar |
0 |
0 |
0 |
| Internship |
0 |
0 |
0 |
| Technical Visit |
0 |
0 |
0 |
| Web Based Learning |
0 |
0 |
0 |
| Implementation/Application/Practice |
14 |
1 |
14 |
| Practice at a workplace |
0 |
0 |
0 |
| Occupational Activity |
0 |
0 |
0 |
| Social Activity |
0 |
0 |
0 |
| Thesis Work |
0 |
0 |
0 |
| Field Study |
0 |
0 |
0 |
| Report Writing |
0 |
0 |
0 |
| Final Exam |
1 |
1 |
1 |
| Preparation for the Final Exam |
1 |
12 |
12 |
| Mid-Term Exam |
1 |
1 |
1 |
| Preparation for the Mid-Term Exam |
1 |
12 |
12 |
| Short Exam |
0 |
0 |
0 |
| Preparation for the Short Exam |
0 |
0 |
0 |
| TOTAL |
76 |
0 |
200 |
|
Genel Toplam |
200 |
|
|
Toplam İş Yükü / 25.5 |
7,8 |
|
|
Dersin AKTS(ECTS) Kredisi |
8,0 |
|