FINANCIAL MODELING Instructor Resources 

NOTE: I am gradually building up
instructor resources for Financial Modeling. I have
deliberately left the files in Powerpoint format so
that instructors can make their own
versions of the slides. In some cases
this makes for somewhat larger downloads.
This version: 8 September 2011
Preliminary to Course 
A course I taught
in Melbourne in August 2009. Zipped file
includes
syllabus, exercises, and exam, all with solutions. The course illustrates
the use of Financial Modeling in a framework of 18 classroom hours.
A course I
taught in Tel Aviv in Summer 2011. 6 lectures on YouTube
Section1: Corporate finance 

Chapter 
Chapter
topic 
Instructor
resources 
1 
Basic financial
calculations 

2 
Cost of capital 

3 
Financial statement
modeling 

Three additional Powerpoints 

4 
Using financial statements
for valuation 

5 
Bank valuation 

6 
Leasing 

7 
Leveraged leasing 
Section2: Portfolio 

Chapter 
Chapter
topic 
Instructor
resources 
8 
Portfolio introduction 

9 
Efficient portfolio
theorems 

10 
Calculating the
variancecovariance matrix A correlation matrix function: Excel doesn’t have a function which
computes the correlation matrix.
This spreadsheet builds one. 

11 
Betas and SML 

12 
Portfolios without short
sales 

13 
BlackLitterman 

14 
Event studies 

15 
VaR 

Section 3: Options 

Chapter 
Chapter
topic 
Instructor
resources 
16 
Introduction to options 
Chapter 16 Powerpoint
posted 6 March 2009 
17 
Binomial model 
Chapter 17 Powerpoint
posted 6 March 2009 
18 
Lognormal distribution 

19 
BlackScholes 
Chapter 19 Powerpoint
Posted 6 March 2009 
20 
Greeks 

21 
Portfolio insurance 

22 
Monte carlo
methodsintroduction 
Chapter 22 Powerpoint Posted 6 March 2009 
23 
Monte Carlo methods for
options 
Chapter 23 Powerpoint Posted 26 August 2009 (incomplete) 
Section 4: Bonds 

Chapter 
Chapter
topic 
Instructor
resources 
25 
Duration 

26 
Immunization 

27 
Modeling the term
structure 

28 
Defaultadjusted expected
bond returns 
Section 5: Technical stuff 

Chapter 
Chapter
topic 
Instructor
resources 
29 
Random numbers 

30 
Data tables 

31 
Matrices 

32 
GaussSeidel 

33 
Functions 

34 
Array functions (new) 

35 
Excel hints 
