BSS Business School

BSS Master Diploma in Financial Engineering

Part I: Basics of Financial Engineering

An Introduction to Financial Engineering
The Scope and Importance of Financial Engineering
Financial Engineering and Financial Analysis - A Comparison
Areas where Financial Engineering finds application
Growth Factors of Financial Engineering
Environmental Factors
Intra Firm Factors
Latest Innovation in the Financial Engineering Products
Knowledge Base of Financial Engineer
Mathematical, Statistical and Modelling Skills
Knowledge over Product and Relevant Technology
Accounting Aspects

Part II: Concepts of Financial Engineering

Valuations Relationships and Applications
Sensitivity Analysis and its Applications
Measuring Returns
Rate of Returns - Concepts
Dimensions of Risks
Portfolio Analysis
Advanced Topics in Risk Measurement
Theory of Interest Rate and Exchange Rate
Speculation, Arbitrage and Market Efficiencies
Speculation and Speculative Methods
Arbitrage Theory
Financial Engineering and the Corporate Treasurer
Analysis of the Balance Sheet

Part III: Tools of Financial Engineering

Product Development
Futures and Forwards
Forward Rate Agreements and Swaps
Swaps and Single Period Options
Multi Period Options
Fixed Income Securities
Different Markets
International Debt Market
Recent Debt Market Innovations
Hybrid Securities
Investor Motive
Market Expertise
Issuer Motivation

Part IV: Financial Engineering: Strategies and Processes

Asset Liability Management
Investment Banker in ALM
Hedging and Associated Risk Management Techniques
Hedge Ratios and their Applications
Corporate Restructuring and the LBOs
Corporate Restructuring, Leverage Buyouts
Arbitrage and Synthetic Instruments
Tax Driven Deals
Miscellaneous Equity Based Strategies
Recent Advancements towards Settlement and Clearings
Legal Protections for the Innovative Financial Products
Using a Patent to Protect a Financial Product
Advantages and Disadvantages