NBA 5550

Last Updated

  • Schedule of Classes - March 20, 2026 3:39PM EDT

NBA 5550
Fixed Income Securities and Interest Rate Options

Course information provided by the 2026-2027 Catalog.

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. (MHA-EL)


Prerequisites NCC 5060, NCC 5010.

Program Requirements (MHA-EL)

Last 4 Terms Offered 2025FA, 2024FA, 2023FA, 2022FA

View Enrollment Information

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  •  3715 NBA 5550   LEC 001

    • MW
    • Aug 24 - Dec 7, 2026

    • Jarrow, R

    • M
    • Aug 24 - Dec 7, 2026

    • Jarrow, R

    • W
    • Aug 24 - Dec 7, 2026

    • Jarrow, R

    • MW
    • Aug 24 - Dec 7, 2026

    • Jarrow, R

  • Instruction Mode: In Person

    Master of Business Administration (MBA) students have priority during pre-enrollment. Enrollment limited to: MBA students, graduate students, and undergraduate 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 20, 2025. This course counts as a Management Science Elective.
    Add/drop dates: 9:00am, August 17, 2026 – 11:59pm, September 8, 2026. Students are required to obtain faculty permission to add/drop after September 8, 2026. If you drop after October 19, 2026, a “W” will be posted on your transcript.

    Instructor Consent Required (Add)

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  •  3716 NBA 5550   LEC 002

    • MW
    • Aug 24 - Dec 7, 2026

    • Jarrow, R

    • M
    • Aug 24 - Dec 7, 2026

    • Jarrow, R

    • W
    • Aug 24 - Dec 7, 2026

    • Jarrow, R

    • MW
    • Aug 24 - Dec 7, 2026

    • Jarrow, R

  • Instruction Mode: In Person

    Master of Business Administration (MBA) students have priority during pre-enrollment. Enrollment limited to: MBA students, graduate students, and undergraduate 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 20, 2025. This course counts as a Management Science Elective.
    Add/drop dates: 9:00am, August 17, 2026 – 11:59pm, September 8, 2026. Students are required to obtain faculty permission to add/drop after September 8, 2026. If you drop after October 19, 2026, a “W” will be posted on your transcript.

    Instructor Consent Required (Add)