Hi,
Are these sentences correct: They are all grammatically correct. It's a question of idiomatic usage and of meaning.
1. The party will be held at my home.
2. The party will be held in my home.
There's not much difference between #1 and #2. Both are pretty common.
3. The party will be held at the home.
4. The party will be held in the home.
It sounds odd to talk about the home in a sentence like this, without identifying it. However, you could say something like 'The party will be held at/in the home of Tom and Mary Smith'.
Best wishes, Clive