NBA 5550

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  • Schedule of Classes - September 10, 2024 10:17AM EDT
  • Course Catalog - September 10, 2024 9:48AM EDT
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NBA 5550
Fixed Income Securities and Interest Rate Options

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

Prerequisites/Corequisites Prerequisite: NCC 5060, NCC 5010.

View Enrollment Information

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  •  8542 NBA 5550   LEC 001

  •  
    • MW
    • Aug 26 - Oct 2, 2024

    • Jarrow, R

    • M
    • Oct 7, 2024

    • Jarrow, R

    • MW
    • Oct 9 - Dec 9, 2024

    • Jarrow, R

  • Enrollment limited to: Johnson Master of Business Administration (MBA), graduate students, and seniors. *** 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 7, 2024. This course counts as a Management Science Elective.
    Add/Drop Dates: 9:00 am, August 19, 2024 - 11:59 pm, September 9, 2024. Students will be assessed a $100 late fee and be required to obtain faculty permission to add/drop after September 9, 2024. If you drop after October 7, 2024, you will also receive a "W" on your transcript in addition to the late fees.

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  • 19767 NBA 5550   LEC 002

  •  
    • MW
    • Aug 26 - Oct 2, 2024

    • Jarrow, R

    • M
    • Oct 7, 2024

    • Jarrow, R

    • MW
    • Oct 9 - Dec 9, 2024

    • Jarrow, R

  • Enrollment limited to: Johnson Master of Business Administration (MBA), graduate students, and seniors. *** 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 7, 2024. This course counts as a Management Science Elective.
    Add/Drop Dates: 9:00 am, August 19, 2024 - 11:59 pm, September 9, 2024. Students will be assessed a $100 late fee and be required to obtain faculty permission to add/drop after September 9, 2024. If you drop after October 7, 2024, you will also receive a "W" on your transcript in addition to the late fees.