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

Certificate Exam and Certificate Course in Quantitative Finance Advanced Level Knowledge Application 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

Broad Areas of Concentration

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 Course

CFE School delivers two types of CFE Exam Preparation Courses: 1. Classroom format: Classes and Tutorials are delivered in a classroom format in six

global locations: Hong Kong, Singapore, Tokyo, London, New York and Mumbai. Students attend a maximum of 16 days of classes and tutorials over a 2 year period. Classes are held on the weekends. Besides attending the classes students also get access to a large body of course materials via online (internet) for self-study. Instructor help is also available for solving problems and answering queries.

2. Online format: Online (via internet) course whereby students get access to a large

body of course materials designed specifically for helping students understand the topics in the CFE Curriculum. Course materials contain Excel™/VBA tutorials, Quant and Risk Models in Excel™/VBA, Problems and Solutions in Excel™, Lecture notes, short notes, etc.

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

CFE Executive Committee Supervises the CFE Exam. Some of the members of the CFE Executive Committee are the following CFE Graduates

1. Xavier Ducros 5. Lynn Raebsamen Head of Europe Structuring Commodities Specialist Rabobank Bloomberg London Hong Kong 2. Richard Kendrick 6. Kodjo Komlanvi Market Risk Management Senior Quantitative Analyst Goldman Sachs PSEG - Power London NJ, U.S.A. 3. Jerry Yoon 7. Michael Tam Managing Director Middle Office Royal Bank of Scotland Credit Suisse Hong Kong Hong Kong

4. Boris Mangal 8. Olivier Besson FX Options Trader V.P., Equity Derivatives RBC Capital Markets Barclays Capital Tokyo Hong Kong

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

For more information: Email: cfeschool@risklatte.com. Phone: +852 6448 1360 +852 3987 8453 Address: Level 2, Neich Tower, 128 Gloucester Road, Wanchai, Hong Kong