FE 800 Selected Topics in Financial Engineering is designed for Financial Engineering graduate students to solve specific problems. FE 800 is provided each semester since 2012 as the final project course in the Master of Financial Engineering program curriculum. The instructor, collaborating with other faculties and companies, proposes a wide range of topics and problems for students to choose. Students form groups of one to three people and utilize what they have learnt to try to solve the problems. Throughout the semester, besides necessary materials students need to solve their specific problems, they also learn and practice to give presentations and write technical reports professionally. As a result, some of the groups finally publish their papers.