NBA 6740

Last Updated

  • Schedule of Classes - February 7, 2022 7:27PM EST
  • Course Catalog - February 7, 2022 7:14PM EST

NBA 6740
Derivatives Securities Part II

Course information provided by the Courses of Study 2021-2022.

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 (if time permits) 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

  • 13542 NBA 6740   LEC 001

  • Instruction Mode: In Person
    Open to Johnson MBA, All Graduate Students, Undergraduate Seniors, and Undergraduate Juniors Only. ** S/U or Letter Grade Only - NO AUDITS ALLOWED ** Deadline to Change Grading Option: November 17th 11:59pm Add/Drop Dates: August 17th at 8:00am thru September 9th at 11:59pm with an additional Add/Drop period beginning October 20th at 8:00am thru October 27th at 11:59pm. After October 27th permission of the instructor is required to add/drop and a late fee of $100.00 will be charged. If you are dropping after November 17th you will also receive a "W" on your transcript in addition to the late fees. 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. 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. This course is a Management Science Elective. .

    Department Consent Required (Add)

Syllabi: none

  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 13543 NBA 6740   LEC 002

  • Instruction Mode: In Person
    Open to Johnson MBA, All Graduate Students, Undergraduate Seniors, and Undergraduate Juniors Only. ** S/U or Letter Grade Only - NO AUDITS ALLOWED ** Deadline to Change Grading Option: November 17th 11:59pm Add/Drop Dates: August 17th at 8:00am thru September 9th at 11:59pm with an additional Add/Drop period beginning October 20th at 8:00am thru October 27th at 11:59pm. After October 27th permission of the instructor is required to add/drop and a late fee of $100.00 will be charged. If you are dropping after November 17th you will also receive a "W" on your transcript in addition to the late fees. 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. 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. This course is a Management Science Elective.

    Department Consent Required (Add)