NBA 6740

Last Updated

  • Schedule of Classes - December 22, 2024 7:33PM EST
  • Course Catalog - December 22, 2024 7:07PM EST

NBA 6740
Derivatives Securities Part II

Course information provided by the Courses of Study 2024-2025.

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

  • 13079 NBA 6740   LEC 001

  • Instruction Mode: In Person
    Enrollment limited to: Johnson Master of Business Administration (MBA), graduate students, 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 - 11:59 pm, 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.

    Instructor Consent Required (Add)

Syllabi: none

  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 13080 NBA 6740   LEC 002

  • Instruction Mode: In Person
    Enrollment limited to: Johnson Master of Business Administration (MBA), graduate students, 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 - 11:59 pm, 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.

    Instructor Consent Required (Add)