welcome

Financial Chaos Theory was founded as a independent consulting firm in 2003 due to a demand for quality solutioning in the financial derivatives and structured trade markets. We are a boutique in the financial engineering field with an emphasis on modelling and valuing the complexity of financial derivatives. We bring world-class financial technology, risk management, expertise and practical experience in derivatives to trading houses and corporates.

We are professionally qualified appraisers/valuers in giving independent market-based IFRS compliant valuations or estimates on financial instruments. These include Employee Share Incentive Schemes, Employee Share Ownership Plans (ESOP) and Employee Stock Options (ESO).

After the financial crises of 2008, OTC Derivatives oversight has become a hot topic. In September 2009, G-20 Leaders agreed that: "All standardised OTC derivative contracts should be traded on exchanges or electronic trading platforms, where appropriate, and cleared through central counterparties by end-2012 at the latest." We have all the necessary expetise to help clients in this regard with independent valuations of complex derivatives instruments like swaps and FX forwards and options.

"It has been my experience that competency in mathematics, both in numerical manipulations and in understanding its conceptual foundations, enhances a person's ability to handle the more ambiguous and qualitative relationships that dominate our day-to-day financial decision-making."

Alan Greenspan (1926 - )

what we do
Independent valuation of derivatives
    and financial instruments under IFRS
BEE scheme valuation
Share based payment valuation
    under IFRS 2
Corporate Finance derivative
    structures like M&A
Financial derivative model building
Software development Research
 

about us
the online home of Financial Chaos Theory (FCT), an expert and independent consulting firm and financial training company, risk management consultants and software developer in the financial derivative and stock markets.
 
 
 
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publications
Excel and VBA calculators
Publications
Scientific Publications
Research Papers
Books and Course Notes