- Schedule of Classes - January 7, 2018 7:14PM EST
- Course Catalog - January 7, 2018 7:15PM EST
Course information provided by the Courses of Study 2017-2018.
Designed to study the pricing, hedging, and risk management of fixed-income securities, interest rate and credit derivatives. Topics include the term structure of interest rates, interest rate swaps (caps, floors, collars), credit risk, corporate bond valuation, and credit derivatives. The method of instruction is lectures and discussion, with computer illustrations. A secondary theme of the course is the use of models in practice for risk management.
When Offered Fall.
Prerequisites/Corequisites Prerequisite: NCC 5060, NCC 5010.
Regular Academic Session.
Credits and Grading Basis
3 Credits Opt NoAud(Letter or S/U grades (no audit))
Class Number & Section Details
- MW Sage Graduate Hall B09
***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 17th Add/Drop Dates: Johnson Students – August 15th at 8:00am thru September 5th at 4:00pm. Non-Johnson Students: August 30th at 8:00am thru September 5th at 4:00pm. You may add or drop a full semester class after September 5th 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 17th 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.
Department Consent Required (Add)
Disabled for this roster.