Focal points of the Certified Financial Engineer

The Certified Financial Engineer Programme involves self-study with the possibility to separately book additional seminars. The following key aspects are covered by the Certified Financial Engineer:
- Methodological foundations of financial engineering
- What is a derivative? What is the functioning of a derivatives exchange?
- Derivative instruments
- Exchange listed derivatives
- OTC derivatives
- Exotic Derivatives
- Valuation and pricing
- Black-Scholes model
- Binomial model
- Monte Carlo simulation etc.
- Derivatives strategies
- Basic strategies, expansion strategies, strategies for every market environment
- Position management of wealth management portfolios, institutional portfolios
- Trading strategies
- Practical implementation
- Assessment with regard to chances and risks
- Financial engineering products
- Legal structure of an issue etc.
- Structure, valuation and implementation of products
- Instruments used
- Implementation, structuring, modeling and valuation of new products in financial engineering
- Risk controlling and margining
- Currency derivatives, commodity derivatives
- Structured derivatives
- Swaps, Swaptions, FRA
- Caps, Floors, Caplets
- Credit derivatives, weather derivatives, insurance derivatives, real options
- Portfolio management using derivatives
- Implementation, structuring, modeling and valuation of new products in financial engineering
- Use of derivatives by hedge funds