NUS MFE Information Session

Program

6:30pm - 7:00pm   Registration and Light Refreshment

7:00pm - 8:00pm   The Science of Money Talk by Professor Steven KOU, RMI Director and MFE Program Director

8:00pm - 8:30pm   NUS Master of Science in Financial Engineering (MFE) Program Briefing

8:30pm - 9:00pm   Q & A

About the Talk

We will discuss three aspects of the application of scientific methods to finance: (1) Investment, (2) Derivatives, and (3) Risk Management. Although more advanced tools, such as stochastic differential equations, Monte Carlo simulation, psychology, statistical inference, optimization, and functional analysis may be needed to study these topics, only high school mathematics will be used in the talk. We aim at giving some concrete examples in these topics, to inspire interests in financial engineering. In particular, we will focus on three examples: (1) Optimal portfolio choices, e.g. Kelly and Merton criteria. (2) The binomial model for option pricing, and (3) Axioms for risk measures.

About the NUS Master of Science in Financial Engineering

Introduced in 1999, the NUS MFE program is undoubtedly considered by many today to be the region’s top financial engineering program. It is truly multi-disciplinary. Administrated by the Risk Management Institute, a university-level research institute, our program joints the strengths of the academic departments across the university to offer a coherent and seamless curriculum that covers finance, mathematics, and computing with a practical orientation to solve real business problems. The NUS MFE distinguishes itself by striving to shape its students into ’doers’ - people with the theoretical background necessary to approach complex financial problems and the practical know-how to solve these problems.

The program is dedicated to preparing students for their career as soon as they start the program by providing full resources of the career services. Regular industry talks, soft skills workshops, recruitment talks, as well as highly personalized career assistance, are readily available and exclusive to our students. We also proactively reach out to the alumni and employers for job opportunities and facilitate the job application process. Additionally, the degree is flexibly offered in both full-time and part-time to suit the student's career growth and working schedule.

If you plan to leverage a master’s program that provides the quality education and career services to advance your career in the financial services industry, the NUS MFE program is undeniably one of the best investments you should make. The admission for the August 2016 intake has started from 1 October 2015 and will end by 15 March 2016. Admission offers are made on a rolling basis and early application is always encouraged. You may wish to find out more details here.