VBA for Financial Engineering
Class | Topic | Duration |
---|---|---|
1 | Introduction To Programming in VBA | 2 Hours |
2 | Introduction To Quant Corporate Finance | 2 Hours |
3 | Data Types, Ranges & Cell Arrays | 2 Hours |
4 | Logical Operators & Control Flow | 2 Hours |
5 | Distributions, FRM, VAR | 2 Hours |
6 | Techniques For Handling Missing Data | 2 Hours |
7 | Investment Banking Quant | 2 Hours |
8 | Data Pulling Into Excel | 2 Hours |
9 | Portfolio Optimization | 2 Hours |
10 | Revision | 2 Hours |
Course Plan From Finance (Divided into following Areas):
- Quant Corporate Finance (Investment Banking).
- Quant Equity (Equity strategies and indices).
- Time Series.
- Yield curve / Fixed Income / ABS.
- Binomial pricing MC/ Hull white / BS / exotic options KMV.
- Portfolio at risk.
From VBA Programming point of view (Divided into following Areas):
- Dependencies and removing arrows.
- Picking non blank cells.
- Selecting sheet and changing color.
- Selection vs entire sheet.
- For loops, if end if loops, exiting loop, placing end, nestled for loop.
- Importing values from another sheet, without opening.
- Change manual to automatic formula computation.
- Data tables with one and two variables using VBA.
- With Command.
- Set Command.
- := used where?
- Selecting cell with specific values.
- Data tables.
- Combining array in a single cell using delimiter.
- type data validation, playing with ranges.
- VBA editing of data validation.
- playing with string to get the last value.
- playing with axis of charts formatting.
- Functions with many inputs.
- On Error.
- Option Explicit others.
- Selective clearing arrays rows ranges by . clear command.
Some Key Points about the course:
- Requires absolutely no knowledge of programming.
- Provide introduction about all Quantitative roles in Investment Banking.
- Highly flexible and tailored as per needs of individual (10-50 % Quant Finance & 10-50% VBA).
- Sensitization on derivative, Quant Equity corporate IB, fixed income, Monte Carlo.
- Feel the same as you while you are on the IB desk.
- Examples with real data to enhance your Financial-IQ.
- Under the applicability and use on Bloomberg or Reuter Websites (Introduction to tickers, RIC).
- Real recent examples and real cases which are hot in the market.
- New Interpretation, terminologies, and basic IQ for the subject covered.
- Helpful for passing FRM, CFA, BAT exams also prepares for Master level studies in Finance or career change.
- Right mix of data handling, scripting, mathematical skills.
- 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).