## Interest rate theory for CAS 2019

As a preparation for the lecture course please just get acquainted with **Jupyter notebooks**: I shall use ipython notebooks for the presentation. Most of the following code runs savely under Python 3.6, Tensorflow 1.8.0 and Keras 2.0.8. You can get to a downloadable .ipynb file by clicking on 'download' in the upper left corner of the jupyter notebook viewer. A first version of the lecture can be found at CAS lecture.

We shall introduce arbitrage-free models in mathematical finance, understand the important change of numeraire technology, see a machine learning way how to hedge claims, learn about the basic of notions of the fixed income world and some basic contracts.

If there are any further questions do not hesitate to contact me.