Nevşehir Hacı Bektaş Veli University Course Catalogue
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| Year/Semester of Study | 1 / Spring Semester | ||||
| Level of Course | 2nd Cycle Degree Programme | ||||
| Type of Course | Optional | ||||
| Department | BANKACILIK VE FİNANS (YÜKSEK LİSANS) | ||||
| Pre-requisities and Co-requisites | None | ||||
| Mode of Delivery | Face to Face | ||||
| Teaching Period | 14 Weeks | ||||
| Name of Lecturer | OĞUZ SAYGIN (osaygin@nevsehir.edu.tr) | ||||
| Name of Lecturer(s) | |||||
| Language of Instruction | Turkish | ||||
| Work Placement(s) | None | ||||
| Objectives of the Course | |||||
| The primary objective is to introduce students the basic concepts of investing, the tools and principles to be able to better understand trading in financial markets. | |||||
| Learning Outcomes | PO | MME | |
| The students who succeeded in this course: | |||
| LO-1 | Can explain the basic principles of modern portfolio theory. |
PO-1 1. The skill to use the necessary theoretic information and the tools in daily life for the banking and finance sector PO-7 7. The skill to follow the scientific and technological developments in banking and finance field and to apply in daily life PO-11 11. Have ability on working with quantitative data about economics and using the tools about statistically data analysis. |
Examination |
| LO-2 | Can explain asset pricing models. |
PO-9 10. Having the information to determine, measure and reducing the risks affecting the banking and finance sector PO-11 11. Have ability on working with quantitative data about economics and using the tools about statistically data analysis. PO-12 12. Can know the stages that need to apply in a research and do research. |
Examination |
| LO-3 | Can apply portfolio management strategies. |
PO-2 2. The skill to put forward the innovative, creative project and applications in banking and finance sector. PO-3 3. The skill to think analytic and solve problems in nationals and international matters in banking and finance field PO-5 5. Having a vision in market and the skill to be able to take and apply strategic decisions |
Examination |
| LO-4 | Can apply portfolio management strategies. |
PO-2 2. The skill to put forward the innovative, creative project and applications in banking and finance sector. PO-3 3. The skill to think analytic and solve problems in nationals and international matters in banking and finance field PO-5 5. Having a vision in market and the skill to be able to take and apply strategic decisions |
Examination |
| PO: Programme Outcomes MME:Method of measurement & Evaluation |
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| Course Contents | ||
| Financial Assets, Markets and Instruments, Risk Concept and Risk Measurement, Correlation Structure of Financial Assets Return, Factor Models and APT, Efficient Market Hypothesis, Risk Capital and Value at Risk (VaR) Applications, Evaluation of Investment Analysis | ||
| Weekly Course Content | ||
| Week | Subject | Learning Activities and Teaching Methods |
| 1 | Financial Assets, Markets and Instruments | Lecturing, case study, report preparation |
| 2 | Risk Concept and Risk Measurement | Lecturing, case study, report preparation |
| 3 | Correlation Structure of Financial Assets Return | Lecturing, case study, report preparation |
| 4 | Optimum Portfolio Selection | Lecturing, case study, report preparation |
| 5 | Measuring Expected Return | Lecturing, case study, report preparation |
| 6 | Capital Asset Pricing Models | Lecturing, case study, report preparation |
| 7 | Factor Models and APT | Lecturing, case study, report preparation |
| 8 | mid-term exam | |
| 9 | Efficient Market Hypothesis | Lecturing, case study, report preparation |
| 10 | Financial Assets Analysis | Lecturing, case study, report preparation |
| 11 | Term Structure Interest Theories | Lecturing, case study, report preparation |
| 12 | Risk Capital and Value at Risk (VaR) Applications | Lecturing, case study, report preparation |
| 13 | Evalution of Investment Analysis | Lecturing, case study, report preparation |
| 14 | Financial Case Studies | Lecturing, case study, report preparation |
| 15 | Financial Case Studies | Lecturing, case study, report preparation |
| 16 | final exam | |
| Recommend Course Book / Supplementary Book/Reading | ||
| 1 | Pike, R. Neale, B. Corporate Finance and Investment: Decisions and Strategies, 2005. | |
| 2 | Yatırım Analizi ve Portföy Yönetimi, Mehmet Baha Karan, Gazi Kitabevi, Ankara, 2013. | |
| Required Course instruments and materials | ||
| Assessment Methods | |||
| Type of Assessment | Week | Hours | Weight(%) |
| mid-term exam | 8 | 1 | 40 |
| Other assessment methods | |||
| 1.Oral Examination | |||
| 2.Quiz | |||
| 3.Laboratory exam | |||
| 4.Presentation | |||
| 5.Report | |||
| 6.Workshop | |||
| 7.Performance Project | |||
| 8.Term Paper | |||
| 9.Project | |||
| final exam | 16 | 1 | 60 |
| Student Work Load | |||
| Type of Work | Weekly Hours | Number of Weeks | Work Load |
| Weekly Course Hours (Theoretical+Practice) | 3 | 14 | 42 |
| Outside Class | |||
| a) Reading | 8 | 10 | 80 |
| b) Search in internet/Library | 5 | 6 | 30 |
| c) Performance Project | 0 | ||
| d) Prepare a workshop/Presentation/Report | 0 | ||
| e) Term paper/Project | 0 | ||
| Oral Examination | 0 | ||
| Quiz | 0 | ||
| Laboratory exam | 0 | ||
| Own study for mid-term exam | 4 | 3 | 12 |
| mid-term exam | 1 | 1 | 1 |
| Own study for final exam | 5 | 3 | 15 |
| final exam | 1 | 1 | 1 |
| 0 | |||
| 0 | |||
| Total work load; | 181 | ||