School of Economics and Administrative Sciences \ Business Administration
Course Credit
ECTS Credit
Course Type
Instructional Language
Programs that can take the course
This course covers the theoretical structure and practical applications of modern financial management, especially from the perspective of financial derivatives, financial engineering and financial technology. The course aims to teach students the fundamentals of modern finance conceptually and practically.
Textbook and / or References
1. Fundamentals of Corporate Finance by Ross, Westerfield and Jordan, Mc-Graw Hill/Irwin, 11th edition
2. Options, Futures and Other Derivatives by John C. Hull, Prentice Hall; 9th edition
To teach the basic principles of modern finance,
To gain the ability to analyse the concepts of financial risk and return,
To provide information about financial engineering,
To be able to follow rapidly developing and changing financial markets and financial applications, to gain the ability to renew their knowledge in this field,
Evaluate the role of ESG (Environmental, Social and Governance) practices and investments in the financial sector.
1. Understands and explains the basic concepts of modern finance theory.
2. Can make the types of financial risk, measurement and interpretation of risk.
3. Calculate the beta of a financial asset using data analysis methods.
4. Know derivative markets and the characteristics of derivative products.
5. Theoretical pricing of derivative products, develop arbitrage and hedging strategies.
6. Know and interpret the causes and consequences of global financial crises.
7. Evaluate the impact of ESG investments on financial markets.
8. Evaluate data and make conscious decisions by using analytical thinking skills in financial decision-making processes.
Week 1: Course Introduction and Basic Principles of Modern Finance
Week 2: Risk and Return Analysis
Week 3: Introduction to Portfolio Management
Week 4: Short History of Modern Finance, Financial Risk Concept and Basic Risk Types
Week 5: Introduction to Options, Futures and Derivatives Markets
Week 6: Midterm Exam, Functioning of Futures Markets
Week 7: Functioning of Futures Markets and Futures Pricing
Week 8: Hedging Strategies with Futures Contracts
Week 9: Options and Option Markets
Week 10: Option Valuation Models and Option Strategies
Week 11: Fundamentals and Financial Impacts of ESG Investments
Week 12: Case Analysis
Tentative Assesment Methods
• Midterm 40 %
• Final 40 %
• Case Analysis Report and Discussion 20 %
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