Part 1
Don’t change the overall framework of Part 1 , just need to modify the content. The title of the four section is what I wrote : 1.Interest Rate models 2.bond pricing 3.term structure 4.risk measure(including Var和ES，definition and their Advantages and drawbacks)I haven’t written ES，please add ES part, thank you.
Part 2
Replicate T-bond by money market account and S-bond: Using delta hedging
Replicate T-bond by money market account , S-bond and U-bond: Using delta-gamma hedging
Compute VaR by Monte Carlo
Pricing the bond under Q-measure
Calculate VaR,ES under P-measure
Compare the situation when the volatility σ is different
Calculate all the values that need to be calculated mentioned in part 2 of the document.
Show some charts
Need to test code, for example computing error.
Part 3
hedging in market with transaction costs
hedging in rough volatility model
Show some charts
Part 2 and part 3 need to write python code, need to test code
requires 10 to 20 citations
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