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Derivative securities

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View Resource David Backus Home Page

David Backus, Professor of Economics and Finance at Stern Business School, New York University, has provided the course materials for his MBA course on debt instruments on the web. The syllabus, lecture notes (160 pages), reviews, assignments and exams are all available in PostScript format. The site also contains a few working papers and a manuscript "Quantitative Models of Bond Pricing" that is...

http://people.stern.nyu.edu/dbackus/