DBS-SMU Quantitative Finance Challenge 2012

admin — Mon, 14 May 2012 07:29:51 +0000

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DBS-Q.E.D Quantitative Finance Challenge 2012 is an annual competition that attracts talented students from local Universities. This competition’s main aim is to target and spot talented individuals which possess excellent quantitative skills and fundamental knowledge of finance principles.

Test Topics and Recommended Readings

The areas covered include:

Financial Market Modelling
Risk Management
Structured Product Modelling
Pricing and Hedging

Books recommended for the competition and any updates will be reflected here.

John C. Hull: “Options, futures and other derivatives”, 5th Edition, Prentice Hall, 2003.
David Ruppert: “Statistics and finance: an introduction”, Springer, 2004.
Fima C Klebaner: “Introduction to Stochastic Calculus with Applications”, 2nd Edition,ImperialCollegePress, 2005.
Philippe Jorion: “Value at risk: the new benchmark for controlling market risk”, 3rd Edition, McGraw-Hill, 2007.

Eligibility

The competition is open to undergraduates in universities in Hong Kong and Singapore.

Registration

Details will be provided nearer to the event date.

Competition

The competition consists of both a preliminary and final round. Participants will have to sign up individually. Preliminary rounds will be held in both Hong Kong and Singapore simultaneously. After the preliminary round, the top 8 individuals from Singapore and Hong Kong will be selected to take part in the final round in their respective countries through a web conferencing at DBS.