Financial Spreadsheeting University of Melbourne Simon Benninga
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Financial spreadsheetingUniversity of MelbourneSimon Benninga ([email protected] )GeneralThe 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.TextbookThe 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 websiteI have a website at

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