NBA 6740

Last Updated

  • Schedule of Classes - January 15, 2024 7:50PM EST
  • Course Catalog - January 15, 2024 7:28PM EST

NBA 6740
Derivatives Securities Part II

Course information provided by the Courses of Study 2023-2024.

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

  • 12598 NBA 6740   LEC 001

  • Instruction Mode: In Person
    Enrollment Limited to: MBA, Graduate and Undergraduate Senior and Junior students only ** S/U or Letter Grade Only - NO AUDITS ALLOWED ** Deadline to Change Grading Option: November 8th Add/Drop Dates: August 14th at 9:00 am through September 5th at 11:59 pm with an additional Add/Drop period beginning October 11th at 8:00 am through October 18th at 11:59 pm. Starting October 19th, permission of the instructor is required to add/drop and a late fee of $100.00 will be charged. If you are dropping on or after November 8th, you will also receive a "W" on your transcript in addition to the late fee. This course counts as a Management Science Elective.

    Instructor Consent Required (Add)

Syllabi: none

  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 12599 NBA 6740   LEC 002

  • Instruction Mode: In Person
    Enrollment Limited to: MBA, Graduate and Undergraduate Senior and Junior students only ** S/U or Letter Grade Only - NO AUDITS ALLOWED ** Deadline to Change Grading Option: November 8th Add/Drop Dates: August 14th at 9:00 am through September 5th at 11:59 pm with an additional Add/Drop period beginning October 11th at 8:00 am through October 18th at 11:59 pm. Starting October 19th, permission of the instructor is required to add/drop and a late fee of $100.00 will be charged. If you are dropping on or after November 8th, you will also receive a "W" on your transcript in addition to the late fee. This course counts as a Management Science Elective.

    Instructor Consent Required (Add)