NBA 6740

Last Updated

  • Schedule of Classes - January 14, 2015 6:16PM EST
  • Course Catalog - January 14, 2015 6:21PM EST

NBA 6740
Derivatives Securities Part II

Course information provided by the Courses of Study 2014-2015.

This course is a continuation of NBA 6730 (Derivatives Securities I). First, we will further dig into options by discussing no-arbitrage bounds in option prices, American options, option trading strategies, implied volatilities, dynamic replications, and risk management through options. Second, we will explore corporate securities such as common equity, warrants, callable bond, puttable bond, and convertible bond. Finally, we will discuss credit risk and credit derivatives such as credit default swaps (CDS). We use real-world cases to illustrate important applications of derivatives. At the end of the course, you should have a good understanding of risk-neutral pricing that is fundamental to all derivative securities.

When Offered Fall.

Prerequisites/Corequisites Prerequisite: NCC 5060 or permission of instructor.

View Enrollment Information

Syllabi: none

  •   Seven Week - Second. 

  • 1.5 Credits Grade(GRV)

  • 15359 NBA 6740   LEC 001

  •  

  • Instruction Mode:
    ***GM, GRAD and UG SRS/JRS ONLY***. Add/Drop Dates: Johnson Students August 11th thru September 9th with an additional Add/Drop period beginning October 15th at 8:00am to October 21st at 4:00pm. Non-Johnson Students: October 20th at 8:00am to October 21st at 4:00pm. You may add or drop a second-half class after October 21st with permission of the faculty. A late fee of $100.00 will be charged for each add or drop transaction. If you are dropping after October 28th you will also receive a "W" on your transcript in addition to the late fees. Non-Johnson students may add themselves to the waitlists during the enrollment periods, however Johnson Students have priority into the classes and non-Johnsons will be enrolled: 1) IF seats are still available after Johnson students complete their enrollment period and 2) IF the instructor allows. Non-Johnson students must see their college registrar regarding policies connected with adding/dropping a second half Johnson School class. A petition may be required.

Syllabi: none

  •   Seven Week - Second. 

  • 1.5 Credits Grade(GRV)

  • 15360 NBA 6740   LEC 002

  •  

  • Instruction Mode:
    ***GM, GRAD and UG SRS/JRS ONLY***. Add/Drop Dates: Johnson Students August 11th thru September 9th with an additional Add/Drop period beginning October 15th at 8:00am to October 21st at 4:00pm. You may add or drop a second-half class after October 21st with permission of the faculty. A late fee of $100.00 will be charged for each add or drop transaction. If you are dropping after October 28th you will also receive a "W" on your transcript in addition to the late fees. Non-Johnson students must see their college registrar regarding policies connected with adding/dropping a second half Johnson School class. A petition may be required.