This course is designed to provide a comprehensive view on derivatives market and a good training on financial engineering. The whole process of financial engineering will be introduced from payoff design / packaging / distribution to pricing / pricing / hedging / funding. The popular and representative structures across the asset classes (Equity, Funds, FX, Interest Rate, Credit and Commodities) will be presented with discussions on the investment rationale, basic modelling, pricing and hedging techniques. The customized index business based on factors, portfolio theory and other trading models are also introduced with up-to-date industry practices. Based on his rich experience in financial engineering with several top investment banks, the instructor endeavors to bridge the market practice of quantitative finance and the theory of risk-neutral stochastic modelling.