NBA 5550

Last Updated

  • Schedule of Classes - January 11, 2024 7:32PM EST
  • Course Catalog - January 11, 2024 7:07PM EST

NBA 5550
Fixed Income Securities and Interest Rate Options

Course information provided by the Courses of Study 2023-2024. Courses of Study 2023-2024 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

  •  9401 NBA 5550   LEC 001

  • Instruction Mode: In Person
    Enrollment limited to: MBA, Graduate and Undergraduate 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 16th Add/Drop Dates: August 14th at 9:00 am through September 5th at 11:59 pm. Starting September 6th, permission of the instructor is required to add/drop and a late fee of $100 will be charged. If you are dropping on or after October 16th, you will also receive a "W" on your transcript in addition to the late fee.. This course counts as a Management Science Elective.

    Instructor Consent Required (Add)

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  •  9589 NBA 5550   LEC 002

  • Instruction Mode: In Person
    Enrollment limited to: MBA, Graduate and Undergraduate 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 16th Add/Drop Dates: August 14th at 9:00 am through September 5th at 11:59 pm. Starting September 6th, permission of the instructor is required to add/drop and a late fee of $100 will be charged. If you are dropping on or after October 16th, you will also receive a "W" on your transcript in addition to the late fee. This course counts as a Management Science Elective.

    Instructor Consent Required (Add)