Tan Chong Hui Address: 50 Stamford Road, #05-01 Singapore 178899 Email: chonghuitan@smu.edu.sg Tel: +65-6828-0819 Fax:+65-6828-0777

Papers (2008) Structured Products - Caveat Emptor – Various versions published in The Business Times (p 31, 22 October 2008), Knowledge@SMU (4 November 2008), I am Savvy InfoHub of the CPF Board (2009) Implementation and Test of the Niederreiter-Xing Third Construction for Low Discrepancy Sequences (Preliminary Report) Ruby/Magma Code (as Eclipse project)

QFU People: Lim Kian Guan / Shirley Huang Junying / Zhao Yibao / Christopher Ting / Audrey Lam Courses: QF203 Real Analysis / QF205 Computing Technology in Finance / QF301 Structured Finance / QF303 Stochastic Calculus and Finance Theory Course Materials: QF203: About QF203 1A 1B 2A 2B 2C 3 4A 4B 5A 5B 6A 6B 7 8A 8B 9 Exercises l1bans l2aans l2bans l3ans l4aans l5aans l6aans QF205: About QF205 Intro P1 P2 P3 CS1 CS2 CS3 P-Codes CS-Codes Extras QF301: About QF301 Financial Markets Underlying Assets Forwards and Futures Swaps Options Preso-Question Brownian Motion Prop. QF303: About QF303 L1 L2 L3 L4 L5 L6 L7 L8 L9 L10 L11 Exercises QF Talk: Synopsis

QF Recommended Readings 1) Paul Wilmott on Quantitative Finance (Wilmott) 2) The New Paradigm for Financial Markets (Soros) 3) Trading and Exchanges: Market Microstructure for Practitioners (Harris) 4) Risk, Bloomberg, Economist Magazines 5) Stochastic Calculus for Finance I and II (Shreve) 6) The Return of Depression Economics (Krugman) 7) Critical Mass (Ball)