NBA 5550

Last Updated

  • Schedule of Classes - August 2, 2023 12:50PM EDT
  • Course Catalog - April 3, 2023 12:59PM EDT

NBA 5550
Fixed Income Securities and Interest Rate Options

Course information provided by the Courses of Study 2022-2023. Courses of Study 2022-2023 is scheduled to publish mid-June.

Designed to study the pricing, hedging, and risk management of fixed-income securities, interest rate and credit derivatives. Topics include the term structure of interest rates, interest rate swaps (caps, floors, collars), credit risk, corporate bond valuation, and credit derivatives. The method of instruction is lectures and discussion, with computer illustrations. A secondary theme of the course is the use of models in practice for risk management. 

When Offered Fall.

Permission Note Enrollment limited to: Johnson, graduate and undergraduate seniors.
Prerequisites/Corequisites Prerequisite: NCC 5060, NCC 5010.

View Enrollment Information

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  • 12282 NBA 5550   LEC 001

  •  
    • MW
    • Aug 22 - Nov 13, 2022

    • Jarrow, R

    • M
    • Nov 14, 2022

    • Jarrow, R

    • MW
    • Nov 15 - Dec 5, 2022

    • Jarrow, R

  • Instruction Mode: In Person
    ***Open to Johnson, Graduate and UG Seniors Only *** Letter or S/U. Letter will be technical, S/U will be non-technical. ** S/U or Letter Grade Only - NO AUDITS ALLOWED ** Deadline to Change Grading Option: October 17th Add/Drop Dates: August 15th at 9:00am thru September 6th at 11:59pm. After September 6th permission of the instructor is required to add/drop and a late fee of $100.00 will be charged. If you are dropping after October 17th you will also receive a "W" on your transcript in addition to the late fees. There will be no enrollment from a wait list into a class if you have a time conflict or will put you over your maximum allowed credits. Non-Johnson students may add themselves to the waitlists during their enrollment periods, however Johnson Students have priority into the classes and non-Johnsons will be enrolled: 1) IF seats are still available after Johnson students complete their enrollment period and 2) IF the instructor allows. This course counts as a Management Science Elective.

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  • 12493 NBA 5550   LEC 002

  •  
    • MW
    • Aug 22 - Nov 13, 2022

    • Jarrow, R

    • M
    • Nov 14, 2022

    • Jarrow, R

    • MW
    • Nov 15 - Dec 5, 2022

    • Jarrow, R

  • Instruction Mode: In Person
    ***Open to Johnson, Graduate and UG Seniors Only *** Letter or S/U. Letter will be technical, S/U will be non-technical. ** S/U or Letter Grade Only - NO AUDITS ALLOWED ** Deadline to Change Grading Option: October 17th Add/Drop Dates: August 15th at 9:00am thru September 6th at 11:59pm. After September 6th permission of the instructor is required to add/drop and a late fee of $100.00 will be charged. If you are dropping after October 17th you will also receive a "W" on your transcript in addition to the late fees. There will be no enrollment from a wait list into a class if you have a time conflict or will put you over your maximum allowed credits. Non-Johnson students may add themselves to the waitlists during their enrollment periods, however Johnson Students have priority into the classes and non-Johnsons will be enrolled: 1) IF seats are still available after Johnson students complete their enrollment period and 2) IF the instructor allows. This course counts as a Management Science Elective.