NBA 5550

Last Updated

  • Schedule of Classes - February 6, 2017 7:14PM EST
  • Course Catalog - February 6, 2017 7:15PM EST

NBA 5550
Fixed Income Securities and Interest Rate Options

Course information provided by the Courses of Study 2016-2017.

Designed to study the pricing, hedging, and risk management of fixed-income securities and interest rate derivatives. Topics include the term structure of interest rates, interest rate swaps (caps, floors, collars), the risk structure of interest rates, credit risk spreads, and corporate bond valuation. The method of instruction is lectures and discussion, and computer illustrations are an integral part of the course content. A secondary theme of the course is the use of models for risk management.

When Offered Fall.

Prerequisites/Corequisites Prerequisite: NCC 5060, NCC 5010.

View Enrollment Information

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  • 13235 NBA 5550   LEC 001

  • ***Johnson and Graduate Students Only *** Letter or S/U. Letter will be technical, S/U will be non-technical. ** S/U or Letter Grade Only - NO AUDITS ALLOWED ** Deadline to Change Grading Option: October 18th Add/Drop Dates: Johnson Students – August 16th at 8:00am to September 6th at 4:00pm. Non-Johnson Students: August 30th at 8:00am to September 6th at 4:00pm. You may add or drop a full semester class after September 6th 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 18th 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. 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.

    Department Consent Required (Add)

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  • 13246 NBA 5550   LEC 002

  • ***Johnson and Graduate Students Only *** Letter or S/U. Letter will be technical, S/U will be non-technical. ** S/U or Letter Grade Only - NO AUDITS ALLOWED ** Deadline to Change Grading Option: October 18th Add/Drop Dates: Johnson Students – August 16th at 8:00am to September 6th at 4:00pm. Non-Johnson Students: August 30th at 8:00am to September 6th at 4:00pm. You may add or drop a full semester class after September 6th 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 18th 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. 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.

    Department Consent Required (Add)