Quantitative Finance - Toward A General Framework for Modelling Roll-Over Risk

This course aims to provide a general framework for modeling roll-over risk in quantitative finance. The learning outcomes include understanding basis swap, Liois spread, and exploring arbitrage strategies. The course teaches skills such as learning algorithms, exploration policies, and linear dynamic exploration. The teaching method involves presentations, questions, and feedback sessions. The intended audience for this course includes individuals interested in mathematical finance, engineering, and quantitative modeling in finance.