NBA 6730

NBA 6730

Course information provided by the Courses of Study 2015-2016.

Derivative securities allow investors to shift risks that they would otherwise be forced to bear. This course provides an introduction to basic derivatives such as futures, swaps, and options. We deal with the issue of pricing derivative securities by simple arbitrage arguments, and develop a framework for analyzing and using financial derivatives in various applications. By the end of the course, you should have a good understanding of commonly used derivatives in practice. Although the study of financial instruments is inherently quantitative, we focus on economic intuitions and interpretations behind derivative securities while keeping mathematic derivations minimal.

When Offered Fall, spring.

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

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Syllabi: none
  •   Seven Week - First. 

  • 1.5 Credits GradeNoAud

  • 15821 NBA 6730   LEC 001

  • ***GM, GRAD and UG SRS/JRS ONLY***. Add/Drop Dates: Johnson Students: August 10th at 8:00am to September 8th at 4:00pm. Non-Johnson Students: September 1st at 8:00am to September 8th at 4:00pm. You may add or drop a first-half class after September 8th 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 September 15th 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 their 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.

Syllabi: none
  •   Seven Week - First. 

  • 1.5 Credits GradeNoAud

  • 15822 NBA 6730   LEC 002

  • ***GM, GRAD and UG SRS/JRS ONLY***. Add/Drop Dates: Johnson Students: August 10th at 8:00am to September 8th at 4:00pm. Non-Johnson Students: September 1st at 8:00am to September 8th at 4:00pm. You may add or drop a first-half class after September 8th 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 September 15th 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 their 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.