NBA 6730

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  • Schedule of Classes - April 13, 2026 10:10AM EDT

NBA 6730
Derivatives Securities Part I

Course information provided by the 2026-2027 Catalog.

The purpose of this course is to the study of the basic derivative securities: forwards, futures, call options, and put options. Studied are the derivative securities themselves and how to use them in practice to price and hedge market risks. At the end of the course, the simplest option pricing model, the single period binomial model, is studied to provide the logic and intuition underlying the option pricing models used in practice. The models used in practice are studied in NBA-6740 (Derivative Securities II). This course is quantitative in nature, and it requires the use of algebra and simple probability theory.


Prerequisites NCC 5060 or NCC 5560 or AEM 5241 or HADM 7230 or equivalent, or permission of the instructor.

Last 4 Terms Offered 2026SP, 2024FA, 2023FA, 2022FA

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Syllabi: none

  •   Seven Week - First. 

  • 1.5 Credits Opt NoAud

  • 16970 NBA 6730   LEC 001

  •  
    • MW
    • Aug 24 - Oct 9, 2026

    • Jarrow, R

  • 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 basis: September 21, 2026. This course counts as a Management Science Elective.
    Add/Drop Dates: 9:00am, August 17, 2026 – 11:59pm, September 1, 2026. Students are required to obtain faculty permission to add/drop after September 1, 2026. If you drop after September 21, 2026, a “W” will be posted on your transcript.