NBA 6740

NBA 6740

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

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. After observing the limitations of model-free approach, we will 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

Enrollment Information
Syllabi: none
  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 13853NBA 6740  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/Juniors. 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.

Enrollment Information
Syllabi: none
  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 13854NBA 6740  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/Juniors. 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.

Enrollment Information
Syllabi: none
  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 21205NBA 6740  LEC 003

    • MWOnline Meeting
    • Oct 21 - Dec 11, 2020
    • Corum, A

  • Instruction Mode: Online
    Enrollment limited to: Johnson, Graduate students and Undergraduate Seniors/Juniors. 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 Information
Syllabi: none
  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 21206NBA 6740  LEC 004

    • MWOnline Meeting
    • Oct 21 - Dec 11, 2020
    • Corum, A

  • Instruction Mode: Online
    Enrollment limited to: Johnson, Graduate students and Undergraduate Seniors/Juniors. 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.