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)