NBA 5550

Last Updated

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

NBA 5550
Fixed Income Securities and Interest Rate Options

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

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: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  • 14258 NBA 5550   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 students 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

  • 14546 NBA 5550   LEC 002

  •  

  • 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 students 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

  • 21176 NBA 5550   LEC 003

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

    • Jarrow, R

  • Instruction Mode: Online
    Enrollment limited to: Johnson, Graduate students 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.

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  • 21177 NBA 5550   LEC 004

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

    • Jarrow, R

  • Instruction Mode: Online
    Enrollment limited to: Johnson, Graduate students 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.