Focal points of the Certified Financial Engineer

Bulle und Bär

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