Financial Spreadsheeting University of Melbourne Simon Benninga

Financial spreadsheeting
University of Melbourne
Simon Benninga (benninga@gmail.com )

General

The financial spreadsheeting course for 2009 will cover two topics:  portfolio optimization (including the Black-Litterman model) and advanced computational techniques for options (including Monte Carlo methods).  

Course grade:

• Homeworks:  50%.  May be done in groups of up to 3 students.  There will be a homework for each class.
• Final exam:  This will be administered by the course teaching assistant Rasmus Christensen , in a manner that remains to be determined.

Textbook

The textbook for this course is Financial Modeling, 3rd edition by Simon Benninga (MIT Press, 2008).  You may purchase this book at Amazon or at the local bookstore.  In the class schedule below this book is referred to as FM3.

Course website

I have a website at http://www.tau.ac.il/~benninga/melbourne.html on which I will post possible additional readings and materials.  The website is password protected.  The website contains copyrighted material for use of students in this class; you may not to give access to the site to others.