NBA 5550

Last Updated

  • Schedule of Classes - July 3, 2025 11:18AM EDT

NBA 5550
Fixed Income Securities and Interest Rate Options

Course information provided by the 2025-2026 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.


Prerequisites REF-FA25 NCC 5060, NCC 5010.

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

View Enrollment Information

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  •  5590 NBA 5550   LEC 001

    • MW
    • Aug 25 - Dec 8, 2025

    • Jarrow, R

  • Instruction Mode: In Person

    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 20, 2025.. This course counts as a Management Science Elective.
    Add/drop dates: 9:00am, August 18, 2025 – 11:59pm September 8, 2025. Students are required to obtain faculty permission to add/drop after September 8, 2025. If you drop after October 20, 2025, a “W” will be posted on your transcript.

    Instructor Consent Required (Add)

Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  •  9262 NBA 5550   LEC 002

    • MW
    • Aug 25 - Dec 8, 2025

    • Jarrow, R

  • Instruction Mode: In Person

    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 20, 2025. This course counts as a Management Science Elective.
    Add/drop dates: 9:00am, August 18, 2025 – 11:59pm September 8, 2025. Students are required to obtain faculty permission to add/drop after September 8, 2025. If you drop after October 20, 2025, a “W” will be posted on your transcript.

    Instructor Consent Required (Add)