I wonder if we can have more advanced courses in terms of modelling.
Expect the course to focus on very classic models, such as Local Vol, Stochastic Vol, classic Short Rate models, Libor Market Model etc.
Walking through the theory, and implementation in code, and some important details in practice like Calibration.
And talks about their advantages and limitations.
I know many books have covered a lot of this topics. But in terms of the actual implementation in code, I don't see many materials about that yet. (That's why I love Prof. Duffy's course and books, which contain code!)
One example is currently I am studying the Libor Market Model. Although many books described talks a lot about this model, there are not many solid implementations online for its calibration and pricing.