VBA for Financial Engineering

Class TopicDuration
1Introduction To Programming in VBA2 Hours
2Introduction To Quant Corporate Finance2 Hours
3Data Types, Ranges & Cell Arrays2 Hours
4Logical Operators & Control Flow2 Hours
5Distributions, FRM, VAR2 Hours
6Techniques For Handling Missing Data2 Hours
7Investment Banking Quant2 Hours
8Data Pulling Into Excel2 Hours
9Portfolio Optimization2 Hours
10Revision2 Hours


  • Requires absolutely no knowledge of programming.
  • Highly flexible and tailored as per needs of individual.
  •  Sensitization on derivative, quant, fixed income, portfolio, VAR modelling.
  • Gives introduction to all features of MATLAB in Finance.
  •  Provide introduction about all Quantitative roles in Finance.
  •  Helpful for passing FRM, CFA, BAT exams.
  • Prepares for Master level studies in Finance or career change.
  •  Right mix of data handling, scripting, mathematical skills.
  •  Helpful for technical analysis.
  •  Contains right blend of learning and practice (Ratio 6:4).




  • Course Plan From Finance (Divided into following Areas):
    1. Quant Corporate Finance (Investment Banking).
    2. Quant Equity (Equity strategies and indices).
    3. Time Series.
    4. Yield curve / Fixed Income / ABS.
    5. Binomial pricing MC/ Hull white / BS / exotic options KMV.
    6. Portfolio at risk.





    From VBA Programming point of view (Divided into following Areas):
    1. Dependencies and removing arrows.
    2. Picking non blank cells.
    3. Selecting sheet and changing color.
    4. Selection vs entire sheet.
    5. For loops, if end if loops, exiting loop, placing end, nestled for loop.
    6. Importing values from another sheet, without opening.
    7. Change manual to automatic formula computation.
    8. Data tables with one and two variables using VBA.
    9. With Command.
    10. Set Command.
    11. := used where?
    12. Selecting cell with specific values.
    13. Data tables.
    14. Combining array in a single cell using delimiter.
    15. type data validation, playing with ranges.
    16. VBA editing of data validation.
    17. playing with string to get the last value.
    18. playing with axis of charts formatting.
    19. Functions with many inputs.
    20. On Error.
    21. Option Explicit others.
    22. Selective clearing arrays rows ranges by . clear command.





    Some Key Points about the course:
    1. Requires absolutely no knowledge of programming.
    2. Provide introduction about all Quantitative roles in Investment Banking.
    3. Highly flexible and tailored as per needs of individual (10-50 % Quant Finance & 10-50% VBA).
    4. Sensitization on derivative, Quant Equity corporate IB, fixed income, Monte Carlo.
    5. Feel the same as you while you are on the IB desk.
    6. Examples with real data to enhance your Financial-IQ.
    7. Under the applicability and use on Bloomberg or Reuter Websites (Introduction to tickers, RIC).
    8. Real recent examples and real cases which are hot in the market.
    9. New Interpretation, terminologies, and basic IQ for the subject covered.
    10. Helpful for passing FRM, CFA, BAT exams also prepares for Master level studies in Finance or career change.
    11. Right mix of data handling, scripting, mathematical skills.
    12. Contains right blend of learning and practice (Ratio 6:4).



    VBA for Quant Finance in 10 classes [Ver3]

    Uploaded by Shivgan on WizIQ Tutorials








    Links To some of the Recordings:



    Contact

    Course Teacher: Shivgan Joshi (shivgan@qcfinance.in/shivgan3@gmail.com).

    Course Manager: Arpit (arpit@qcfinance.in/arpit2041@yahoo.com).