We are financial derivative pricing/valuation and model validation experts. We have been used as expert witnesses in litigation between parties. Financial Chaos Theory was founded as a consulting firm in 2003 due to a demand for quality solutioning in the financial derivatives markets. We are a boutique in the financial engineering and risk management fields with an emphasis on modelling the complexity of financial derivatives. With more than 20 years of practical experience we bring the experts in financial engineering, derivative models and valuations, research and development, software development and risk management to the financial community - banks, trading houses, portfolio managers, hedge funds, corporate financiers and corporate clients – listed and private companies. Financial Chaos Theory was contracted by the JSE to developed the valuation models used by Safex to Mark-to-Model the exotic options listed as Can-Do futures. These models are used daily to calculate the initial and variation margins on these listed instruments. FCT maintains these models and develop new and custom made valuation tools for new Can-Do structures as required by Safex members. New listed products include LookBack options, Cliquet options, Binary options, Variance Swaps and Variance Futures.