| Semester I (August
– December 2008/2009) |
FE5101 Derivatives and Fixed Income
Lecturer:
TSUI Ka Cheng, Albert
[BIO] |
FE5102 Quantitative Methods and Programming
Lecturer:
CHAN Yiu Man
[BIO] &
CHEN Oliver
[BIO] |
FE5107 Risk Analyses and Management
Lecturer:
NG Edward
[BIO]
& TAN Hwee Huat
[BIO] |
FE5108 Portfolio Theory and Investments
Lecturer: LIM Joseph
[BIO]
|
FE5211 Seminar in Financial Engineering - Credit Risk and
Credit Derivatives
Lecturer: CHEN Oliver
[BIO] |
| Semester II
(January – April 2007/2008) |
FE5103 Equity Products and Exotics
Lecturer:
NG Kah Hwa
[BIO] |
FE5105 Corporate Financing and Risk
Lecturer:
LIM Joseph
[HIDE BIO]
Joseph Lim is a director of Vanden Advisors LLC, a
valuation and advisory service. He was formerly a SVP in
Marsh (Singapore), heading the Private Equity and M&A
practice. Prior to that, he was Director of the Saw
Center for Financial Studies and also an Associate
Professor of Finance at the NUS Business School where he
taught courses in Investment Analysis and Fund
Management. He obtained a PhD in Finance from New York
University, an MBA from Columbia University and a CFA
from the CFA Institute. He is the past President of CFA
Singapore and still serves as a board member. Joseph is
a trustee on the board of the Singapore National Eye
Centre Endowment Fund. He also serves on various other
committees in the financial services industry.
Lecturer:
SIDDIQI Lutfey
[HIDE BIO]
Lutfey Siddiqi is Managing Director and Asia-Pacific
Head of Foreign Exchange & Risk Advisory in the
Investment Banking Division of Barclays Capital. Prior
to assuming this role in September 2004, he was Global
Head of FX Structuring based in London. Before joining
Barclays, Lutfey was European Head of the Global Risk
Strategy Group at Deutsche bank (ex-Germany). He had a
MSc. from the London School of Economics (on full LSE
Scholarship) where he specialised in Finance
Econometrics. He obtained his BSc. jointly in Economics
& Econometrics from the University of York with a First
Class (ranked first) and the departmental prize for
outstanding achievement in Statistics.
|
FE5204 Stochastic Calculus and Processes
Lecturer: LOU Jiann-Hua
[HIDE BIO]
Education
• B.S., National Taiwan University
• Ph.D., Cornell University
Current interests
• Characterization of Probability Distributions > •
Poincare-type Inequalities
• Financial Mathematics
|
FE5209 Financial Econometrics
Lecturer: YU Jun
[BIO] |
| Semester III (May
– August 2007/2008) |
FE5106
Advanced Numerical Methods
Lecturer: KWOK Yue Kuen
[BIO] |
FE5216 Financial Technology Innovations Seminar
- Study overseas (Princeton University) |