NBA 5500

Last Updated

  • Schedule of Classes - March 3, 2021 7:15PM EST
  • Course Catalog - March 3, 2021 7:16PM EST

NBA 5500
Risk Management and Derivative Investment

Course information provided by the Courses of Study 2020-2021.

Risk management describes the science of managing the risk of a firm's or individual's balance sheet. To present this science, first the relevant traded securities, including derivatives, are reviewed. Second, the relevant risks are discussed: market, credit, liquidity, and operational. Third, theoretically optimal risk management procedures are studied. Although infeasible in practice, these provide the conceptual foundation for practical risk management methodologies. Fourth, the practical risk management methodologies are presented including dynamic hedging, super- and sub- replication, and static hedging. Last, this science is applied via a class paper analyzing a recent risk management failure using the insights learned during the semester.

When Offered Fall.

Prerequisites/Corequisites Prerequisite: core finance course or equivalent.

View Enrollment Information

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  • 17549 NBA 5500   LEC 001

  •  

  • Instruction Mode: Hybrid-Online and In Person
    Hybrid: rotational in person attendance. You will be notified of your eligibility to attend in person. Students who have not been notified of a seat should connect remotely until a seat is assigned. Enrollment limited to: Johnson, Graduate and undergraduate Seniors. 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.
    Enrollment limited to students who are able to attend in-person classes in the Ithaca area.

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  • 21212 NBA 5500   LEC 002

  •  
    • MW Online Meeting
    • Sep 2 - Dec 11, 2020

    • Jarrow, R

  • Instruction Mode: Online
    Enrollment limited to: Johnson, Graduate and undergraduate Seniors. 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.