NBA 6740
Last Updated
- Schedule of Classes - May 20, 2024 7:35PM EDT
- Course Catalog - May 20, 2024 7:07PM EDT
Classes
NBA 6740
Course Description
Course information provided by the Courses of Study 2023-2024. Courses of Study 2024-2025 is scheduled to publish mid-June.
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.
Seven Week - Second.
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Credits and Grading Basis
1.5 Credits Opt NoAud(Letter or S/U grades (no audit))
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Class Number & Section Details
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Meeting Pattern
- MW To Be Assigned
- Oct 16 - Dec 9, 2024
Instructors
Staff
-
Additional Information
Instruction Mode: In Person
Enrollment limited to: Johnson Master of Business Administration (MBA), graduate students, and seniors and juniors. ** S/U or Letter Grade Only - NO AUDITS ALLOWED ** Deadline to change grading option: November 6, 2024. This course counts as a Management Science Elective.
Add/Drop Dates: 9:00 am, August 19, 2024 - 11:59 pm, September 9, 2024 with an additional add/drop period 8:00 am, October 16, 2024 - 11:59pm, October 23, 2024. Students will be assessed a $100 late fee and required to obtain faculty permission to add/drop after October 23, 2024. If you drop after November 6, 2024, you will also receive a "W" on your transcript in addition to the late fees.
Seven Week - Second.
-
Credits and Grading Basis
1.5 Credits Opt NoAud(Letter or S/U grades (no audit))
-
Class Number & Section Details
-
Meeting Pattern
- MW To Be Assigned
- Oct 16 - Dec 9, 2024
Instructors
Staff
-
Additional Information
Instruction Mode: In Person
Enrollment limited to: Johnson Master of Business Administration (MBA), graduate students, and seniors and juniors. ** S/U or Letter Grade Only - NO AUDITS ALLOWED ** Deadline to change grading option: November 6, 2024. This course counts as a Management Science Elective.
Add/Drop Dates: 9:00 am, August 19, 2024 - 11:59 pm, September 9, 2024 with an additional add/drop period 8:00 am, October 16, 2024 - 11:59pm, October 23, 2024. Students will be assessed a $100 late fee and required to obtain faculty permission to add/drop after October 23, 2024. If you drop after November 6, 2024, you will also receive a "W" on your transcript in addition to the late fees.
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