NBA 5550

Last Updated

  • Schedule of Classes - January 8, 2020 7:14PM EST
  • Course Catalog - January 8, 2020 7:15PM EST

NBA 5550
Fixed Income Securities and Interest Rate Options

Course information provided by the Courses of Study 2019-2020.

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.

View Enrollment Information

Syllabi:

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  • 15638 NBA 5550   LEC 001

  • ***Open to Johnson, Graduate and UG Seniors 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 24, 2019 @4pm Add/Drop Dates: Johnson Students – August 20th at 8:00am thru September 12th at 4:00pm. Non-Johnson Students: September 9th at 8:00am thru September 12th at 4:00pm. You may add or drop a full semester class after September 12th 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 24th you will also receive a "W" on your transcript in addition to the late fees. There will be no enrollment from a wait list into a class if you have a time conflict or will put you over your maximum allowed credits. 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:

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  • 16009 NBA 5550   LEC 002

  • ***Open to Johnson, Graduate and UG Seniors 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 24, 2019 @4pm Add/Drop Dates: Johnson Students – August 20th at 8:00am thru September 12th at 4:00pm. Non-Johnson Students: September 9th at 8:00am thru September 12th at 4:00pm. You may add or drop a full semester class after September 12th 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 24th you will also receive a "W" on your transcript in addition to the late fees. There will be no enrollment from a wait list into a class if you have a time conflict or will put you over your maximum allowed credits. 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)