1) Review of the pricing approaches to Fixed Income Derivatives in the old framework with a critical
focus on the underlying hypotheses.
2) The change of measure technique.
3)A primer on market models
4)The segmentation of the interest rate markets after the 2008 Crisis and the new multicurve approach
5)The monetray Policies of the Central Banks, the advent of negative rates and the need for models
allowing for negative yields
6) Principles of derivative book keeping and instruments.
7) Pricing and hedging wiht the Smile: stochastic volatility and local volatility models
8) Topics in Credit Risk Modeling
9) Introduction to XVAs. Defnitions, methods and open problems