NUS Risk Management Institute

Certification Programs

Berkeley-NUS Certificate in Financial Engineering

OVERVIEW

The Certificate in Financial Engineering is a program that evolved out of collaboration between two premier global institutions of higher learning - the University of California, Berkeley (UC Berkeley) and the National University of Singapore (NUS). Internationally renowned Professors from the Haas School of Business, UC Berkeley Finance Department and the NUS Business School and the NUS Risk Management Institute will teach in the program.

The program will equip professionals from the finance sector with state-of-the-art skills in financial engineering that over the past two decades have recently revolutionized the field of finance. The program comprises of two one-week modules. The modules though distinct, are integrated to provide a coherent and deep insight into the theory and practice of financial engineering.

TARGET AUDIENCE

Chief Financial Officers, Chief Investment Officers, Derivative Portfolio Managers, Analysts, Traders, Risk Managers, Structured Product Developers and Other Financial Executives.

MODULE 1: 24 - 28 November 2008

Building & Pricing Derivatives and the Bridge to Risk Management

Financial Markets and Arbitrage Pricing
Forward and Futures Markets
Binomial Option Pricing
Black-Scholes Formula and Applications
An Introduction to Swaps Markets
Numerical option Pricing
Stock Market Derivative Disasters

MODULE 2: 1 - 5 December 2008

Fixed Income Securities: Bonds, ABS and Risk Management

Basics of Bond Valuation
Term Structure of Interest Rates
Valuing Interest Rate Derivatives
Continuous-Time Interest Rate Models
Credit Risk
Hedging Multiple Credit Risk
Rating Agencies
Mortgage Backed Securities
Economics of Securitization
Asset Backed Derivatives: CDOs, Indexes and Hedging

SPEAKERS

Dr. Oliver CHEN, National University of Singapore

Prof. DUAN Jin-Chuan, National University of Singapore

Prof. Anand SRINIVASAN, National University of Singapore

Prof. Johan WALDEN, University of California, Berkeley

Prof. Nancy WALLACE, University of California, Berkeley

FEE STRUCTURE

You may select any individual module or the complete program at the following rates:

Any 1 Module: US$5,000 (equivalent of S$6,750)

Complete Program: US$9,000 (equivalent of S$12,150)

The fee quoted includes program materials, lunches and refreshments.
Accommodation and miscellaneous costs are not included in the fee.

If you do not take the modules consecutively, please ensure that you have the appropriate background. The program runs on a full day schedule and will be held annually; participants may take other modules in future years.

GROUP DISCOUNT

We are pleased to offer the following group discounts:

10% for a group of 3 participants
20% for a group of 5 participants
30% for a group of 10 participants and above

EARLY BIRD OFFER

FINANCIAL SECTOR DEVELOPMENT FUND (FSDF)

Participants may be eligible for Financial Sector Development Fund (FSDF) support on a case by case basis. Interested applicants should submit their applications to the FSDF Secretariat directly. For enquiries, please contact the FSDF secretariat at 6229 9396 or via email at fsdf@mas.gov.sg.

REGISTRATION

Download form

For enquiry, please contact Ms E'leen Lau at Tel: 6516 7127,

email: rmilyh@nus.edu.sg.