Excel at Finance

Ian O'Connor, CPA

Excel at Finance is provided by Dr Ian O'Connor, PhD, CPA.

Ian O'Connor is a lecturer in the Department of Finance at the University of Melbourne. His main academic interests are financial modelling, quantitative finance, banking, and risk management. His teaching involves masters subjects under the banner of the Melbourne Business School.

The early days

Ian O'Connor first developed an interest in electronic spreadsheets after the launch of Electronics Australia Magazine (EA) in 1965. EA grew from the developing field of computing applications in electronics. This was the year after John Kemeny and Thomas Kurtz developed their Beginners All-purpose Symbolic Instruction Language (BASIC). Half a decade later, Australian banks began to use punch-card cheques, loan instalment books, and Christmas club coupons for computer based account keeping. Ian began spreadsheet development work in the 1980's, during the early days of Lotus 1-2-3. Using an IMB XT (4.77 Mhz 8088 processor and 640kb RAM) data downloaded from a bank's mainframe computer was transformed to reports with macros to meet monthly prudential supervision submission requirements. 1-2-3 Command Language was the way to go!

Other business computing and modelling experience included:

Positions held:

Recent times

Projects include, advanced Excel and VBA development for research undertaken in a Ph D program. Current focus - advanced financial spreadsheeting with Excel, development of VBA based applications, and quantitative finance models written in C++. Areas of interest include: Financial Spreadsheeting, Management of Financial Institutions, and Bank Lending Practices and Techniques.

Application development for financial modelling, computational finance, quantitative finance, and numerical techniques in finance - using:

Academic and Professional

Qualifications

Professional Associations

Awards

Publications

Brown R, O'Connor I, Schwann G, and C Scott, (2012), 'Buying's One Thing, Holding's Another: How Much Does Australian Housing Really Cost?' JASSA, No.1, pp.26-33.

Brown R.L, Schwann G, O'Connor I, and C Scott, (2011), 'The Other Side of Housing Affordability: The User Cost of Housing in Australia', Economic Record, Vol.87, pp.558-574.

Johnson M, Malcolm B, and I O'Connor, (2006), 'The Role of Agribusiness Assets in Investment Portfolios, Australian Agribusiness Review, Vol.14, Paper 11.

Brown R, Brown R, and I O'Connor, (1999), 'Efficiency, Bond of Association and Exit Patterns in Credit Unions: Australian Evidence', Annals of Public and Cooperative Economics, Vol.70, No.1, pp.5-23.

O'Connor I, (1997), Credit Control, in Edwards R (Co-ordinating Author), The Australian Credit Control Manual, 4th edition, pp.61-95, Longman.

Brown R.M, and I O'Connor, (1995), 'Measurement of Economies of Scale in Victorian Credit Unions', Australian Journal of Management, Vol.20, No.1, pp1-24.

Research Articles

O'Connor I, (2003), 'The Empirical Distribution of Time to Maturity Volatility: with Application to Option Pricing and Trading' University of Melbourne, Unpublished Manuscript, Doctor of Philosophy, Department of Finance. [Supervisors: Associate Professor Kim Sawyer - University of Melbourne, and Professor Bruce Grundy - University of Melbourne].

O'Connor I, (2000), 'Generated Volatility Cones' University of Melbourne, Centre of Financial Studies, Working paper, 41 pages.

O'Connor I, (2000), 'Volatility Cones in SPI futures' University of Melbourne, Centre of Financial Studies, Working paper, 32 pages.

O'Connor, and P Pope, (1998), 'Measuring the Degree of Efficiency of International Stock Markets', Eastern Finance Association Annual Meeting, Williamsburg, Virginia.

O'Connor I, (1994), 'Volatility in Futures Options: Empirical Evidence form the All Ordinaries Index' Asia Pacific Finance Association, First Annual Conference, Readings: Derivative Security Issues, Vol. 1, pp.390-426.

O'Connor I, (1992), 'An Empirical Investigation of Volatility in Futures Options on the All Ordinaries Index' RMIT, Unpublished Manuscript, Master of Business in Accounting (Finance Specialisation).


Excel at Finance

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Revised: Friday 19th of October 2018 - 02:49 PM, Pacific Time (PT)