• Basics of Machine Learning
  • Model Based
  • Instance Based
  • Supervised Learning
  • Unsupervised Learning
  • Batch Learning
  • Online Learning
• Least Square
  • Bias-Variance Decomposition
• Penalization Methods
  • Ridge Regression
  • LASSO Regression
  • Cross Validation

• Textbook

• Prices, returns, holdings, and portfolios
• Lotteries and Rewards
• Useful Link

• Syllabus
  • Course Description:
  • Main Text:
  • Recommended Texts:
  • Homework:
  • Final grade:
  • Prerequisites:

• LIBOR, OIS, and their derivatives
  • Fixed income markets
  • LIBOR
  • FRAs (Forward Rate Agreements)
  • Eurodollar futures
  • Swaps
  • OIS ( overnight indexed swap)
  • LIBOR/OIS basis swaps
  • SOFR
  • Fed Fund futures
• Valuation of swaps
  • Multicurve paradigm
  • Zero Coupon Bond
    • Parameter
    • Replication of $P(t,S,T)$:
  • Forward Rate
• Building the OIS / LIBOR multicurve

• Useful Links

There are some useful tips to configure hexo, especially for nexT theme.

Welcome to Hexo! This is your very first post. Check documentation for more info. If you get any problems when using Hexo, you can find the answer in troubleshooting or you can ask me on GitHub.