NBA 6740

Last Updated

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

NBA 6740
Derivatives Securities Part II

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

Syllabi: none

  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 13853 NBA 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.

Syllabi: none

  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 13854 NBA 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.

Syllabi: none

  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 21205 NBA 6740   LEC 003

  •  
    • MW Online 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.

Syllabi: none

  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 21206 NBA 6740   LEC 004

  •  
    • MW Online 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.