UOL Financial Management Tuition in Singapore: uol fm tuition

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Friday, August 15, 2014

UOL Financial Management Tuition in Singapore. SMS 9758-7925 for finance tutor

Having problems with understanding your finance concepts? etc? SMS Val @ 9758-7925 or email enquiry@starcresto.com for tuition.

Background
LSE (UOL) Modules have a very high failure rate due to complexity of the module. Many faced problems trying to grasp the concept and calculations. As such, we devised our own teaching methodology specially for UOL students. The notes, along with the guided help from our tuition have helped many passed with flying colours.

I have 10 years of teaching experience and I specialized in UOL modules. I provide extra exercises when deemed fit, detailed explanations and tutorials for my students.

I offer both one-to-one and group tuition. For group tuition, the optimal number of students per class is between 4 to 6. Please form your own group because this will facilitate my teaching methodology.

Teaching Methodology:

1. Understanding concepts and application of concept to questions
2. Developing graphing skills
3. Identifying exam trends and skills (Questions spotting)
4. Practicing variety of questions to prepare you for your exam
5. Simplifying difficult concepts
6. Identifying and improving your weakness
Do contact me at 9758-7925 or email tutor@tertiarytuition.com for tuition.

Student's Profile:

> Tertiary Student --
**Poly / JC (NYP, RP, SP, TP, NP, MDIS, Informatics, SIM, SAS, ACSI)
**University (NTU, NUS, SMU, Imperial College, London School of Economics, University of Durham, Uni SIM, UOL, RMIT, SAS, MDIS, University of Southern Australia, James Cook University, University of Newcastle, London School of Economics, Manchester Business School, University of Nottingham, Melbourne Business School)
**Master (Insead, Singapore Management University, NTU, UCLA, UC Berkeley, Manchester, Uni of Southern Australia, Uni of Buffalo, Uni of Adelaide, NUS, University of State of New York)
> Working Adults -- Managers, Deputy Directors, Managing Directors, Doctors, Divisional Directors, Auditors, Analyst, Credit Advisor, AVP

Tutor's Profile:
> Name -- Valerie Chai Hui Yee
> O Level -- 8 Distinctions for O'Level
> Diploma -- Singapore Polytechnic: Merit Diploma, Honours Roll, SIM Award, Singapore Polytechnic and School of Business Scholar
> Degree -- Nanyang Business School: First Class Honours, Dean List, C.H. Wee Gold Medal, Sumitomo Banking Corporation Scholar
> Post Graduate -- Certified Financial Analyst: CFA L1
> Experience -- 10 years of tutoring, Corporate Trainer
> Status -- Full time tutor

UOL Modules that are taught by Us:

1. Introduction to Economics
2. Principles of Banking & Finance
3. Corporate Finance
4. Financial Management
5. Principles of Accounts
6. Statistics 1
7. Statistics 2
8. Maths 1
9. Maths 2
10. Elements of Econometrics

For more information, you can visit
www.tertiarytuition.com or
www.starcresto.com or
www.uoltuition.com or
www.findtuitionteachers.com

Friday, July 11, 2014

UOL Corporate Finance or Financial Management tuition in Singapore by Experience and Specialised UOL Tutor

UOL Corporate Finance / Financial Management Tuition in Singapore

Having problems with your finance module? SMS Val @ 9758-7925 for tuition.

Background
I have been teaching Financial Management and Corporate Finance full time for 10 years and have grasped what is important for the exam. I have successfully spotted questions that will come out over the past years. I started specializing teaching financial management and corporate finance over the past 5 years and am very familiar with the concepts and the style of how the new examiner will ask the questions. I have also participated in marking prelim papers and thus knows the marking scheme well enough to recommend you what to write in order to score.

Many students had benefitted from my teaching and had referred their friends to me. UOL modules are not easy. If you need help, do SMS me at 9758-7925 for tuition.

I offer both one-to-one and group tuition. For group tuition, the optimal number of students per class is between 4 to 6. Please form your own group because this will facilitate my teaching methodology.

Teaching Methodology:

1. Understanding concepts and application of concept to questions
2. Developing graphing skills
3. Identifying exam trends and skills (Questions spotting)
4. Practising varierty of questions to prepare you for your exam
5. Simplifying difficult concepts
6. Identifying and improving your weakness

Do contact me at 9758-7925 or email val@starcresto.com or tutor@tertiarytuition.com for tuition.

Student's Profile:

> Tertiary Student --
**Poly / JC (NYP, RP, SP, TP, NP, MDIS, Informatics, SIM, SAS, ACSI)
**University (NTU, NUS, SMU, Imperial College, London School of Economics, University of Durham, Uni SIM, UOL, RMIT, SAS, MDIS, University of Southern Australia, James Cook University, University of Newcastle, London School of Economics, Manchester Business School, University of Nottingham, Melbourne Business School)
**Master (Insead, Singapore Management University, NTU, UCLA, UC Berkeley, Manchester, Uni of Southern Australia, Uni of Buffalo, Uni of Adelaide, NUS, University of State of New York)
> Working Adults -- Managers, Deputy Directors, Managing Directors, Doctors, Divisional Directors, Auditors, Analyst, Credit Advisor, AVP

Tutor's Profile:> Name -- Valerie Chai Hui Yee
> O Level -- 8 Distinctions for O'Level
> Diploma -- Singapore Polytechnic: Merit Diploma, Honours Roll, SIM Award, Singapore Polytechnic and School of Business Scholar
> Degree -- Nanyang Business School NTU: First Class Honours, Dean List, C.H. Wee Gold Medal, Sumitomo Banking Corporation Scholar
> Post Graduate -- Certified Financial Analyst: CFA L1
> Experience -- 10 years tutoring, 3 years Tutor Training (Training up other tutors to teach)
> Status -- Full time

UOL Modules that are taught by Us:

1. Introduction to Economics
2. Principles of Banking & Finance
3. Corporate Finance
4. Financial Management
5. Principles of Accounts
6. Statistics 1
7. Statistics 2
8. Maths 1
9. Maths 2
10. Elements of Econometrics

To know more about UOL tuition, visit www.uoltuition.com

For more information, you can visit visit www.tertiarytuition.com or www.tuition.starcresto.com

Monday, May 5, 2014

UOL Financial Management Tuition Teacher Tutor in Singapore

UOL Corporate Finance / Financial Management Tuition in Singapore

It is less than 1 month away from your exam! If you are still struggling with your CF or FM in UOL, SMS Val @ 9758-7925 for tuition.

Background
I have been teaching Financial Management and Corporate Finance full time for 10 years and have grasped what is important for the exam. I have successfully spotted questions that will come out over the past years. I started specializing teaching financial management and corporate finance over the past 5 years and am very familiar with the concepts and the style of how the new examiner will ask the questions. I have also participated in marking prelim papers and thus knows the marking scheme well enough to recommend you what to write in order to score.

For more information, you can visit visit www.tertiarytuition.com or www.tuition.starcresto.com

Saturday, April 19, 2014

UOL Financial Management Tuition in Singapore - SMS 97587925 for lessons

NOT SURE how to do the calculations from the past year papers, NOT SURE how to link the concepts of MM, agency cost, dividend policies etc such that it can be applied during exam?
SMS Val @ 97587925 for tuition.

Background
I have been teaching Business and Corporate Finance as well as financial management full time and have grasp what is important for the test and exam. I have successfully spotted questions that will come out over the past years and this has helped my students scored an average of distinction to high distinction.

I have a total of 10 years experience in teaching and tutoring.

I offer both one-to-one and group tuition. For group tuition, the optimal number of students per class is between 4 to 6. Please form your own group because this will facilitate my teaching methodology.

Teaching Methodology:

1. Understanding concepts and application of concept to questions
2. Developing graphing skills
3. Identifying exam trends and skills (Questions spotting)
4. Practicing variety of questions to prepare you for your exam
5. Simplifying difficult concepts
6. Identifying and improving your weakness

Do contact me at 9758-7925 or email val@starcresto.com or tutor@tertiarytuition.com for tuition.

Student's Profile:

> Tertiary Student --
**Poly / JC (NYP, RP, SP, TP, NP, MDIS, Informatics, SIM, SAS, ACSI)
**University (NTU, NUS, SMU, Imperial College, London School of Economics, University of Durham, Uni SIM, UOL, RMIT, SAS, MDIS, University of Southern Australia, James Cook University, University of Newcastle, London School of Economics, Manchester Business School, University of Nottingham, Melbourne Business School)
**Master (Insead, Singapore Management University, NTU, UCLA, UC Berkeley, Manchester, Uni of Southern Australia, Uni of Buffalo, Uni of Adelaide, NUS, University of State of New York)
> Working Adults -- Managers, Deputy Directors, Managing Directors, Doctors, Divisional Directors, Auditors, Analyst, Credit Advisor, AVP

Tutor's Profile:> Name -- Valerie Chai Hui Yee
> O Level -- 8 Distinctions for O'Level
> Diploma -- Singapore Polytechnic: Merit Diploma, Honours Roll, SIM Award, Singapore Polytechnic and School of Business Scholar
> Degree -- Nanyang Business School NTU: First Class Honours, Dean List, C.H. Wee Gold Medal, Sumitomo Banking Corporation Scholar
> Post Graduate -- Certified Financial Analyst: CFA L1
> Experience -- 10 years of tutoring, Corporate Trainer
> Status -- Full time tutor

For more information, you can visit www.tertiarytuition.com or www.tuition.starcresto.com

Monday, March 17, 2014

Efficient Market Hypothesis - Financial Management, Finance, Corporate Finance, Economics Concept

Efficient Market Hypothesis

A market theory that evolved from a 1960's Ph.D. dissertation by Eugene Farma, the efficient market hypothesis states that at any given time and in a liquid market, security prices fully reflect all available information. The EMH exists in various degrees: weak, semi-strong and strong, which addresses the inclusion of non-public information in market prices. This theory contends that since markets are efficient and current prices reflect all information, attempts to outperform the market are essentially a game of chance rather than one of skill.

The weak form of EMH assumes that current stock prices fully reflect all currently available security market information. It contends that past price and volume data have no relationship with the future direction of security prices. It concludes that excess returns cannot be achieved using technical analysis.

The semi-strong form of EMH assumes that current stock prices adjust rapidly to the release of all new public information. It contends that security prices have factored in available market and non-market public information. It concludes that excess returns cannot be achieved using fundamental analysis.

The strong form of EMH assumes that current stock prices fully reflect all public and private information. It contends that market, non-market and inside information is all factored into security prices and that no one has monopolistic access to relevant information. It assumes a perfect market and concludes that excess returns are impossible to achieve consistently.

The efficient market hypothesis is associated with the idea of a “random walk,” which is a term loosely used in the finance literature to characterize a price series where all subsequent price changes represent random departures from previous prices. The logic of the random walk idea is that if the flow of information is unimpeded and information is immediately reflected in stock prices, then tomorrow’s price change will reflect only tomorrow’s news and will be independent of the price changes today. But news is by definition unpredictable and, thus, resulting price changes must be unpredictable and random. As a result, prices fully reflect all known information, and even uninformed investors buying a diversified portfolio at the tableau of prices given by the market will obtain a rate of return as generous as that achieved by the experts.

So is the market really efficient?

An important debate among stock market investors is whether the market is efficient – that is, whether it reflects all the information made available to market participants at any given time. The efficient market hypothesis(EMH) maintains that all stocks are perfectly priced according to their inherent investment properties, the knowledge of which all market participants possess equally. At first glance, it may be easy to see a number of deficiencies in the efficient market theory, created in the 1970s by Eugene Fama. At the same time, however, it’s important to explore its relevancy in the modern investing environment.

Financial theories are subjective. In other words, there are no proven laws in finance, but rather ideas that try to explain how the market works. Here we’ll take a look at where the efficient market theory has fallen short in terms of explaining the stock market’s behavior.

EMH Tenets and Problems with EMHFirst, the efficient market hypothesis assumes that all investors perceive all available information in precisely the same manner. The numerous methods for analyzing and valuingstocks pose some problems for the validity of the EMH. If one investor looks for undervalued market opportunities while another investor evaluates a stock on the basis of its growth potential, these two investors will already have arrived at a different assessment of the stock’s fair market value. Therefore, one argument against the EMH points out that, since investors value stocks differently, it is impossible to ascertain what a stock should be worth under an efficient market.

Secondly, under the efficient market hypothesis, no single investor is ever able to attain greater profitability than another with the same amount of invested funds: their equal possession of information means they can only achieve identical returns. But consider the wide range of investment returns attained by the entire universe of investors, investment funds and so forth. If no investor had any clear advantage over another, would there be a range of yearly returns in the mutual fund industry from significant losses to 50% profits, or more? According to the EMH, if one investor is profitable, it means the entire universe of investors is profitable. In reality, this is not necessarily the case.

Thirdly (and closely related to the second point), under the efficient market hypothesis, no investor should ever be able to beat the market, or the average annual returns that all investors and funds are able to achieve using their best efforts. This would naturally imply, as many market experts often maintain, that the absolute best investment strategy is simply to place all of one’s investment funds into an index fund, which would increase or decrease according to the overall level of corporate profitability or losses. There are, however, many examples of investors who have consistently beat the market – you need look no further than Warren Buffett to find an example of someone who’s managed to beat the averages year after year.

Qualifying the EMH
Eugene Fama never imagined that his efficient market would be 100% efficient all the time. Of course, it’s impossible for the market to attain full efficiency all the time, as it takes time for stock prices to respond to new information released into the investment community. The efficient hypothesis, however, does not give a strict definition of how much time prices need to revert to fair value. Moreover, under an efficient market, random events are entirely acceptable but will always be ironed out as prices revert to the norm.

It is important to ask, however, whether EMH undermines itself in its allowance for random occurrences or environmental eventualities. There is no doubt that such eventualities must be considered under market efficiency but, by definition, true efficiency accounts for those factors immediately. In other words, prices should respond nearly instantaneously with the release of new information that can be expected to affect a stock’s investment characteristics. So, if the EMH allows for inefficiencies, it may have to admit that absolute market efficiency is impossible.

Increasing Market Efficiency?
Although it is relatively easy to pour cold water on the efficient market hypothesis, its relevance may actually be growing. With the rise of computerized systems to analyze stock investments, trades and corporations, investments are becoming increasingly automated on the basis of strict mathematical or fundamental analytical methods. Given the right power and speed, some computers can immediately process any and all available information, and even translate such analysis into an immediate trade execution.

Despite the increasing use of computers, however, most decision-making is still done by human beings and is therefore subject to human error. Even at an institutional level, the use of analytical machines is anything but universal. While the success of stock market investingis based mostly on the skill of individual or institutional investors, people will continually search for the surefire method of achieving greater returns than the market averages.

It’s safe to say the market is not going to achieve perfect efficiency anytime soon. For greater efficiency to occur, the following criteria must be met: (1) universal access to high-speed and advanced systems of pricing analysis, (2) a universally accepted analysis system of pricing stocks, (3) an absolute absence of human emotion in investment decision-making, (4) the willingness of all investors to accept that their returns or losses will be exactly identical to all other market participants. It is hard to imagine even one of these criteria of market efficiency ever being met.

Need help in your finance?

SMS +65 97587925 or

email enquiry@starcresto.com for tuition!

Sunday, March 9, 2014

Asymmetric information & Agency problem - UOL Financial Management

Asymmetric information & Agency problem

Problem understanding finance concepts? SMS +65 9758-7925 or email enquiry@starcresto.com for tuition =)

"
Agency theory, a premise often associated with Jensen and Meckling (1976), was first predicated by Alchian and Demsetz (1972) who emphasised that activities of firms were governed by the role of contracts to facilitate voluntary exchange. Agency theory explains how best to organise relationships in which one party (principal) determines the work, which another party (agent) performs. Agency problems are created when the shareholders (principals) hire managers (agents) to make decisions that are in the best interests of the share- holders. These theoretical postulations continue that in general people are self-interested and will therefore have conflicts of interest in any cooperative endeavours (Jensen, 1994).

It naturally follows, then that some decisions of managers are motivated by self-interest, which reduces the welfare of the principal. As both parties can experience losses due to problems of conflict of interest, there is a strong motivation to minimise these agency costs of cooperation. Through monitoring and bonding, the costs of writing and enforcing contracts are minimised. Therefore, agency theory provides a theoretical foundation to understand human organisational arrangements including incentive compensation, auditing and many bonding arrangements.

Where incomplete information and uncertainty exist, agency theory posits that two agency problems follow: adverse selection where the principal cannot determine if the agent is performing the work for which s/he is paid, and moral hazard where the principal is unsure as to whether the agent has performed their work to their ability. Incentives and monitoring mechanisms are proposed as safeguards against opportunism (see, Jensen and Meckling, 1976) in the agent/principal relationship. Opportunistic behaviour is assumed in agency theory, and is perceived as self-interest seeking. Thus, the expectation is that the economic actors may disguise, mislead, distort or cheat as they partner in exchange (Wright and Mukherji, 1999).

According to agency theory, information asymmetry occurs where management (agents) have the competitive advantage of information within the company over that of the owners (principals). This results in the principal’s inability to control the desired action of the agent. Information within an organisation is critical, and management working at the “coal face” of the operations of the company are privy to essential information that can be manipulated to maximise their own interests at the expense of the principal (Godfrey et al., 2003).

As a result of the potential conflict between agent and principal, agents are motivated to contract with owners to minimise the goal incongruence of the two parties. It is argued in agency theory that agents seek monitoring contracts because in the absence of such a contract, owners price protect heavily. Hence, agents engage in bonding activities to reduce the totality of costs imposed on them. The costs incurred in monitoring agency contracts

reduce the manager’s compensation, therefore there is incentive for the agents to minimise these costs by refraining from conflict with the principal (Godfrey et al., 2003; Wolk and Tearney, 1997).

Arnold & Lange (2003), Enron: an examination of agency problems. Critical Perspectives on Accounting, 15 (2004), pp. 751–765

Wednesday, March 5, 2014

CAPM Capital Asset Pricing Model - Need help in understanding finance concept?

The article below talks about CAPM and the formula. Still have issues understanding CAPM? SMS +65 9758-7925 or email enquiry@starcresto.com for tuition!

CAPM: ASSUMPTIONS

Capital asset pricing model assumes that in an open market place, all investors are well-diversified and with homogenous belief, they hold on to the same risky assets. Additionally, there is a risk-free asset where the lending and borrowing rate is the same at rf and there is unlimited amount of capital that are available. Also, it is assumed that the market has perfect information and that all investors are rational and risk averse.

CAPM Illustration

Given the assumptions, it meant that everyone has the same assets to choose from, the same information about the assets and same decision methodology (from Markowitz mean-variance portfolio theory). Thus, everyone would be choosing a portfolio on the same efficient frontier with a mixture of risk-free asset and risky assets (M). That is, everyone sets up the same optimization problem, does the
same calculation, gets the same answer and chooses a portfolio accordingly.

Since everyone is holding on to the same, risky assets portfolio, that is also known as market portfolio. Also, the fact that the investors are well diversified implies that they do not look at standard deviation which measures total risk but only on systematic risk (non-diversifiable risk) which is measured by beta. Hence, CAPM formula can be presented by

ri = rf + βi(rM − rf)

where

1. ri --> required rate of return for the ith stock

2. rf --> risk free rate

3. βi --> beta of the ith stock

4. rM --> return of an average stock / market index

5. (rM − rf) --> market risk premium

6. βi(rM − rf) --> risk premium

To cite the work, please request for permission by sending an email to val@starcresto.com

For more information, visit www.tuition.starcresto.com

Tuesday, February 25, 2014

Financial leverage and Capital Structure - UOL Financial Management tuition in Singapore

Financial Leverage and Capital Structure

Capital Structure is...

Proportion of debt and equity in the company used to finance the asset. Using debt to finance the assets leads to financial leverage.

What Are the Effects Of Financial Leverage?

When a company uses financial leverage, it substitutes debt for equity in the capital structure by using debt to buy back the outside equity.

Thus, it increases the available return to equity holders on their investment when the firm’s assets are able to earn a return greater than the cost of debt.

However, it also increases the risk associated with the investment. Hence, resulting in a greater range of returns available to shareholders.

Firms use debt for various reasons. As discussed by Jensen and Meckling, debt reduces outside equity and hence reduces agency cost of outside equity thus increasing the value of the firm. However, they also argued that using debt increases the agency cost of debt as managers, acting in the best interest of the shareholders choose to reject low risk high expected return project. These arguments lead to the existence of optimal capital structure, which violates MM1 proposition (http://uolfinancialmanagement.blogspot.sg/2014/02/MM1.html).

Generally, companies also use debt because it is arguable cheaper than equity.

Why Is Debt Cheaper Than Equity?

· •Debt holders have priority over equity holders in their claims on the firm’s cash flow stream.

· •Debt is a contractual claim

· •Dividends are a residual claim

· •Lenders therefore face lower risk than equity investors.

· •Consequently, the return required by debt holders (lenders) is less than the return required by shareholders

To find out more about capital structure, SMS Val @ +65 9758-7925 or email enquiry@starcresto.com for tuition

TO find out more about us: visit: www.uoltuition.com

UOL Modules that are taught by Us:

1. Introduction to Economics

2. Principles of Banking & Finance

3. Corporate Finance

4. Financial Management

5. Principles of Accounts

6. Statistics 1

7. Statistics 2

8. Maths 1

9. Maths 2

10. Elements of Econometrics

Sunday, February 23, 2014

Financial Management for UOL Students in Singapore taught by Experienced and Specialised FM Tutor

UOL Financial Management Tuition in Singapore

It is less than 3 months away from your exam! If you are still struggling with your FM in UOL, SMS Val @ 9758-7925 for tuition.

Background
I have been teaching Financial Management and Corporate Finance full time for 10 years and have grasped what is important for the exam. I have successfully spotted questions that will come out over the past years. I started specializing teaching financial management and corporate finance over the past 5 years and am very familiar with the concepts and the style of how the new examiner will ask the questions. I have also participated in marking prelim papers and thus knows the marking scheme well enough to recommend you what to write in order to score.

Many students had benefitted from my teaching and had referred their friends to me. UOL modules are not easy. If you need help, do SMS me at 97587925 for tuition.

I offer both one-to-one and group tuition. For group tuition, the optimal number of students per class is between 4 to 6. Please form your own group because this will facilitate my teaching methodology.

Teaching Methodology:

1. Understanding concepts and application of concept to questions
2. Developing graphing skills
3. Identifying exam trends and skills (Questions spotting)
4. Practising varierty of questions to prepare you for your exam
5. Simplifying difficult concepts
6. Identifying and improving your weakness

Do contact me at 9758-7925 or email val@starcresto.com or tutor@tertiarytuition.com for tuition.

Student's Profile:

> Tertiary Student --
**Poly / JC (NYP, RP, SP, TP, NP, MDIS, Informatics, SIM, SAS, ACSI)
**University (NTU, NUS, SMU, Imperial College, London School of Economics, University of Durham, Uni SIM, UOL, RMIT, SAS, MDIS, University of Southern Australia, James Cook University, University of Newcastle, London School of Economics, Manchester Business School, University of Nottingham, Melbourne Business School)
**Master (Insead, Singapore Management University, NTU, UCLA, UC Berkeley, Manchester, Uni of Southern Australia, Uni of Buffalo, Uni of Adelaide, NUS, University of State of New York)
> Working Adults -- Managers, Deputy Directors, Managing Directors, Doctors, Divisional Directors, Auditors, Analyst, Credit Advisor, AVP

Tutor's Profile:
> Name -- Valerie Chai Hui Yee
> O Level -- 8 Distinctions for O'Level
> Diploma -- Singapore Polytechnic: Merit Diploma, Honours Roll, SIM Award, Singapore Polytechnic and School of Business Scholar
> Degree -- Nanyang Business School (Top Business School in Asia), NTU: First Class Honours, Dean List, C.H. Wee Gold Medal, Sumitomo Banking Corporation Scholar
> Post Graduate -- Certified Financial Analyst: CFA L1
> Experience -- 10 years tutoring, 3 years Tutor Training (Training up other tutors to teach)
> Status -- Full time

UOL Modules that are taught by Us:

1. Introduction to Economics
2. Principles of Banking & Finance
3. Corporate Finance
4. Financial Management
5. Principles of Accounts
6. Statistics 1
7. Statistics 2
8. Maths 1
9. Maths 2
10. Elements of Econometrics

To know more about UOL tuition, visit www.uoltuition.com

For more information, you can visit visit www.tertiarytuition.com or www.tuition.starcresto.com

Saturday, February 22, 2014

Looking for UOL Financial Management Tuition in Singapore? SMS 9758-7925 or email enquiry@starcresto.com for Tuition Now!

UOL Financial Management Tuition in Singapore

Many students had benefitted from my teaching and had referred their friends to me. UOL modules are not easy. If you need help, do SMS me at 97587925 for tuition.

I offer both one-to-one and group tuition. For group tuition, the optimal number of students per class is between 4 to 6. Please form your own group because this will facilitate my teaching methodology.

Teaching Methodology:

1. Understanding concepts and application of concept to questions
2. Developing graphing skills
3. Identifying exam trends and skills (Questions spotting)
4. Practising varierty of questions to prepare you for your exam
5. Simplifying difficult concepts
6. Identifying and improving your weakness

Do contact me at 9758-7925 or email val@starcresto.com or tutor@tertiarytuition.com for tuition.

Student's Profile:

> Tertiary Student --
**Poly / JC (NYP, RP, SP, TP, NP, MDIS, Informatics, SIM, SAS, ACSI)
**University (NTU, NUS, SMU, Imperial College, London School of Economics, University of Durham, Uni SIM, UOL, RMIT, SAS, MDIS, University of Southern Australia, James Cook University, University of Newcastle, London School of Economics, Manchester Business School, University of Nottingham, Melbourne Business School)
**Master (Insead, Singapore Management University, NTU, UCLA, UC Berkeley, Manchester, Uni of Southern Australia, Uni of Buffalo, Uni of Adelaide, NUS, University of State of New York)
> Working Adults -- Managers, Deputy Directors, Managing Directors, Doctors, Divisional Directors, Auditors, Analyst, Credit Advisor, AVP

Tutor's Profile:

> Name -- Valerie Chai Hui Yee
> O Level -- 8 Distinctions for O'Level
> Diploma -- Singapore Polytechnic: Merit Diploma, Honours Roll, SIM Award, Singapore Polytechnic and School of Business Scholar
> Degree -- Nanyang Business School (Top Business School in Asia), NTU: First Class Honours, Dean List, C.H. Wee Gold Medal, Sumitomo Banking Corporation Scholar
> Post Graduate -- Certified Financial Analyst: CFA L1
> Experience -- 10 years tutoring, 3 years Tutor Training (Training up other tutors to teach)
> Status -- Full time

UOL Modules that are taught by Us:

1. Introduction to Economics
2. Principles of Banking & Finance
3. Corporate Finance
4. Financial Management
5. Principles of Accounts
6. Statistics 1
7. Statistics 2
8. Maths 1
9. Maths 2
10. Elements of Econometrics

To know more about UOL tuition, visit www.uoltuition.com

For more information, you can visit visit www.tertiarytuition.com or www.tuition.starcresto.com