NBA 6740

Last Updated

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

NBA 6740
Derivatives Securities Part II

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

This course builds on the foundations established in NBA 6730 (Derivative Securities I) and focuses on options markets. We will start with option types and strategies. Observing the limitations of model-free approach, we will then spend an important portion of our time on how to utilize models to price and understand options. Specifically, we will study binomial option pricing, the Black-Scholes model, and the associated Delta-Hedging. We will conclude with Volatility and Credit Risk.

When Offered Fall.

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

View Enrollment Information

Syllabi: none

  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 14932 NBA 6740   LEC 001

  • ***GM, GR and UG Srs/Jrs Only*** ** S/U or Letter Grade Only - NO AUDITS ALLOWED ** Deadline to Change Grading Option: November 18, 2019 @4pm Add/Drop Dates: August 20th at 8:00am thru September 12th at 4:00pm with an additional Add/Drop period beginning October 16th at 8:00am thru October 23rd at 4:00pm. You may add or drop a second-half class after October 23rd 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 November 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 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. 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 must see their college registrar regarding policies connected with adding/dropping a second half Johnson School class. A petition may be required.

    Department Consent Required (Add)

Syllabi: none

  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 14933 NBA 6740   LEC 002

  • ***GM, GR and UG Srs/Jrs Only*** ** S/U or Letter Grade Only - NO AUDITS ALLOWED ** Deadline to Change Grading Option: November 18, 2019 @4pm Add/Drop Dates: August 20th at 8:00am thru September 12th at 4:00pm with an additional Add/Drop period beginning October 16th at 8:00am thru October 23rd at 4:00pm. You may add or drop a second-half class after October 23rd 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 November 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 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. 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 must see their college registrar regarding policies connected with adding/dropping a second half Johnson School class. A petition may be required.

    Department Consent Required (Add)