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Master of Science in Financial Engineering
(On Campus)


Current Course Schedule

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)

 

 

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Last modified on 27 October, 2007 by NUS Risk Management Institute (RMI)