Topics include:
Fundamental knowledge of Future,Option,Forward and Swap,Bond
Option Pricing(Binomial model,multi period binomial model,b-s model)
Mean variance portfolio and capital asset pricing model
Problem of mean variance,statistical biases in performance evaluation,negative exposure and leveraged ETF
Fixed income derivative
modeling and pricing defaultable bond
credit default swap,pricing credit default swap
Mortgage backed securities
B-S Model,Delta,Gamma,Vega,Theta
Delta hedging
Volatility surface
pricing derivative using volatility surface

The list above only show some topics in the lecture note.
Enjoy