NBA 6740

Last Updated

  • Schedule of Classes - October 31, 2025 7:07PM EDT

NBA 6740
Derivatives Securities Part II

Course information provided by the 2025-2026 Catalog.

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.


Prerequisites NCC 5060 or permission of instructor.

Last 4 Terms Offered 2024FA, 2023FA, 2022FA, 2021FA

View Enrollment Information

Syllabi: none

  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 18117 NBA 6740   LEC 001

  •  
    • MW
    • Mar 11 - May 5, 2026

    • Corum, A

  • 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: April 8, 2026. This course counts as a Management Science Elective.
    Add/Drop dates: 9:00am, January 13, 2026 - 11:59pm, January 27, 2026 with an additional add/drop period 9:00am, March 11, 2026 – 11:59pm, March 18, 2026. Students are required to obtain faculty permission to add/drop after March 18, 2026. If you drop after April 8, 2026, you will also receive a “W” on your transcript.

Syllabi: none

  •   Seven Week - Second. 

  • 1.5 Credits Opt NoAud

  • 18118 NBA 6740   LEC 002

  •  
    • MW
    • Mar 11 - May 5, 2026

    • Corum, A

  • 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: April 8, 2026. This course counts as a Management Science Elective.
    Add/Drop dates: 9:00am, January 13, 2026 - 11:59pm, January 27, 2026 with an additional add/drop period 9:00am, March 11, 2026 – 11:59pm, March 18, 2026. Students are required to obtain faculty permission to add/drop after March 18, 2026. If you drop after April 8, 2026, you will also receive a “W” on your transcript.