MSc Financial Engineering

Ehud I. Ronn, Jack S. Josey Professorship in Energy Studies, McCombs School of Business, University of Texas at Austin. Professor Ehud Ronn obtained his Ph.D. in Finance from Stanford University. He has published articles on banking, investments, interest rate-sensitive instruments and energy derivatives in the academic and practitioner literature, including Journal of Finance, Journal of Business, American Economic Review and Energy & Power Risk Management.

Dr. Ronn has served as consultant to government agencies (United States Securities and Exchange Commission, State of Texas Securities and Pension Review Boards), investment banks (Merrill Lynch & Co., Deutsche Morgan Grenfell), risk advisory firm (Teknecon Energy Risk Advisors) and energy-derivative software vendor (Nucleus Corp. of Texas) in the interest-rate and energy-commodity arenas. Dr. Ronn has addressed practitioner as well as academic audiences at Energy & Power Risk Management conferences and training courses.

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Duane Seppi, BNY Mellon Professor of Finance, Head, M.S. in Computational Finance Program; Professor of Financial Economics at Carnegie Mellon University.

Professor Duane Seppi received his Ph.D. from the University of Chicago in 1988 and teaches regularly on stochastic processes for option pricing and on Monte Carlo simulation. His teaching and research interests include energy and commodity derivatives, stochastic volatility modeling, market microstructure, limit orders, and liquidity.

His research has been published in the Review of Financial Studies, Journal of Finance, Journal of Financial Economics and other leading finance and economics journals. He is or has been on the editorial boards of the Journal of Finance, the Review of Financial Studies, the Journal of Financial Markets, and the Review of Finance. He was a visiting scholar at the US Securities and Exchange Commission in 2006.

"I have greatly enjoyed my interaction with the NBS students. I have been involved in the MSc (Financial Engineering) program since its inception, and the quality of the students continues to impress me greatly.

I believe the MSc (Financial Engineering) programme has clearly established Nanyang Business School as the leader in quantitative financial education in Asia."

Professor Duane Seppi
Professor of Financial Economics
Tepper School of Business
Carnegie Mellon University

William Ziemba, Alumni Professor of Financial Modeling and Stochastic Optimization (Emeritus), University of British Columbia. Professor William Ziemba obtained his PhD from the University of California, Berkeley.   He has been a visiting professor at Cambridge, Oxford, London School of Economics, and Warwick in the UK, at Stanford, UCLA, Berkeley, Chicago and MIT in the US,, Tsukuba in Japan and the National University of Singapore.

He has been a consultant to a number of leading financial institutions including the Frank Russell Company, Morgan Stanley, Buchanan Partners and Gordon Capital.   His research is in asset-liability management, portfolio theory and practice, security market imperfections, Japanese and Asian financial markets, sports and lottery investments and applied stochastic programming.

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“Singapore has a long history of excellence in education and is also a financial hub. We are now living in a complex financial world with excess leveraging and poor risk control leading to the financial crisis of 2007-2008. NTU with its top financial engineering program is training people who not only know the technical issues but the dangers of derivatives and other financial instruments.  It was a pleasure to be a part of this program.”

William Ziemba
Alumni Professor of Financial Modeling and Stochastic Optimization (Emeritus), University of British Columbia

Carl Chiarella, Professor of Quantitative Finance, School of Finance and Economics, University of Technology, Sydney.

Professor Carl Chiarella holds two PhDs, one in applied mathematics at the University of New South Wales and another in economics from the University of New South Wales.

He is the author of over 150 research articles in international and national journals and edited volumes and the author/coauthor of 5 books. He is also Co-Editor of the Journal of Economic Dynamics and Control and Associate Editor of Journal of Economic Behavior and Organization, Quantitative Finance, Studies in Nonlinear Dynamics and Econometrics and European Journal of Finance.