PART I THEORY AND APPLICATIONS OF DERIVATIVES MODELING

• Chapter 1 Introduction to Counterparty Credit Risk
• Chapter 2 Basics of Arbitrage Martingale Arbitrage Pricing in Real Market
• Chapter 3 The Black-Scholes Framework and Extensions
• Chapter 4 Martingale Resampling and Interpolation
• Chapter 5 Introduction to Interest Rate Term Structure Modeling
• Chapter 6 The Heath-Jarrow-Morton Framework
• Chapter 7 The Interest Rate Market Model
• Chapter 8 Credit Risk Modeling and Pricing

PART II INTEREST RATE MARKET FUNDAMENTALS AND PROPRIETARY TRADING STRATEGIES

• Chapter 9 Simple Interest Rate Products
• Chapter 10 Yield Curve Modeling
• Chapter 11 Two-Factor Risk Model
• Chapter 12 The Holy Grail - Two-Factor Interest Rate Arbitrage
• Chapter 13 Yield Decomposition Model
• Chapter 14 Inflation Linked Instruments Modeling
• Chapter 15 Interest Rate Proprietary Trading Strategies