CFE School Risk Latte

www.risklatte.com www.facebook.com/cferisklatte

Certificate Exam and Certificate Course in Quantitative Finance Advanced Level Knowledge in Quantitative Finance and Financial Engineering Application and Quant Modeling Skills in Excel™/VBA

CFE : Graduates

The Best and Brightest Bankers and Finance Professionals in the world

Searching for the Black Swan: Modeling Asset Returns and Pricing Derivatives using the Cauchy Distribution

CFE School, Risk Latte Certificate in Financial Engineering (CFE)

Numerical Integration: Valuation of a Call Option using Gauss-Legendre Polynomials

CFE School, Risk Latte Certificate in Financial Engineering (CFE)

Monte Carlo Method: Valuation of an Exotic Option (Asian Rainbow Quanto Call) using Monte Carlo Simulation (Eigenvalues and Eigenvectors)

Certificate in Financial Engineering (CFE) CFE School, Risk Latte

Volatility Surface Construction: Double Exponential Model Implementation via Monte Carlo Simulation

CFE School, Risk Latte Certificate in Financial Engineering (CFE)

Mathematical Models of Probability on an Excel™ Spreadsheet

CFE School, Risk Latte Certificate in Financial Engineering (CFE)

Full Valuation of Call Option under Heston’s Stochastic Volatility Model

CFE School, Risk Latte Certificate in Financial Engineering (CFE)

Finite Difference Method: Solving the Heat (Parabolic Partial Differential) Equation

CFE School, Risk Latte Certificate in Financial Engineering (CFE)

CFE School, Risk Latte Certificate in Financial Engineering (CFE)

Lecture Notes: Mathematical Finance and Numerical Methods

CFE Program Broad Areas of Concentration for CFE Exam

1. Mathematical Finance a. Stochastic Calculus b. Matrices and Linear Transformation c. Probability and Measure Theory 2. Numerical Methods a. Numerical Integration for Option Valuation b. Monte Carlo Integration c. Monte Carlo Simulation d. Trees e. Finite Difference Methods f. Fast Fourier Transform (FFT) Methods 3. Option and Financial Derivatives Trading 4. Product Engineering & Structuring of Financial Derivatives 5. Optimization Methods, Portfolio Analytics and Asset Allocation Methods 6. Algorithmic Trading Models 7. Market and Credit Risk Analytics

CFE School, Risk Latte Certificate in Financial Engineering (CFE)

CFE Exam and CFE Course

CFE Course is an Exam Preparation Course that students enroll in. All those who enroll in the CFE Program and register for the CFE Exam get automatically enrolled in the CFE Course . CFE Course is delivered online (via internet).

Online CFE Course helps students to better navigate the curriculum and the syllabus that is covered in the CFE Exam. The course – like the CFE Exam – is designed to help students:

Acquire and develop thinking and application skills in the field of Quantitative Finance and Financial Engineering;

Develop quantitative modeling skills in Excel™/VBA so that advanced level mathematical concepts and theories in the field of Quantitative Finance can be implemented on Excel™ spreadsheets with the objective of solving real life problems that front and middle office bankers and finance professionals face on a day to day basis;

Here, students get access to a large body of course materials which can be accessed via our website. Course materials contain Excel™/VBA tutorials, Quant and Risk Models in Excel™/VBA, Problems and Solutions in Excel™, Tutorials, Lecture notes and theory notes.

CFE School, Risk Latte Certificate in Financial Engineering (CFE)

CFE Executive Committee Some of the members of the CFE Executive Committee are the following CFE Graduates

1. Xavier Ducros 6. Lynn Raebsamen Head of Europe Structuring Commodities Specialist Rabobank Bloomberg London Hong Kong 2. Kodjo Komlanvi 7. Vojtech Brytcha Senior Quantitative Analyst Executive Director PSEG – Power UBS NJ, U.S.A. Zurich 3. Jerry Yoon 8. Michael Tam Managing Director Middle Office Royal Bank of Scotland Credit Suisse Hong Kong Hong Kong

4. Boris Mangal 9. Olivier Besson FX Options Trader V.P., Equity Derivatives RBC Capital Markets Barclays Capital Tokyo Hong Kong 5. Varun Mehta Global Markets, Deutsche Bank Mumbai

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www.facebook.com/cferisklatte Certificate in Financial Engineering (CFE)

CFE School, Risk Latte www.risklatte.com

For more information: Email: cfeschool@risklatte.com. Phone: +852 6448 1360 +852 3665 7235 Address: Unit 3709, 37th Floor, Tower II, Lippo Centre, 89 Queensway Hong Kong