ZERO CURVE
1. Libor Rates and FRA
2. Zero Coupon Curve
3. Plain Vanilla Swap
4. Theoretical Basis swap and credit crunch
5. Multi Curves
6. Collateralized contract
7. Eonia and OIS: Zero coupon curve in the new paradigm
OPTION PRICING WITH COLLATERAL IN MULTI CURVE FRAMEWORK
1. Change of measure and pricing
2. Pricing of interest rates derivatives
CREDIT RISK
1. Probability and intensity of default
2. Credit Default Swaps
COUNTERPARTY RISK
1. Expected Positive Exposure and CrVar
2. CVA and DVA
MACHINE LEARNING TECHNIQUES
1. Definition of a Neural Network
2. Activation Functions
3. Loss functions
4. Output units
5. Architecture