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New York Institute of Finance

Introduction to Programming for Finance

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Next dates

Aug 15
New York, New York, United States
USD 917
USD 917 per day

Description

This hands-on program develops the fundamental VBA programming skills essential for quantitative roles in finance. Develop practically useful applications as you learn how to write VBA code.

This course is a component of the Quantitative Methods for Finance Professional Certificate.

Prerequisite knowledge:

  • Intermediate MS Excel skills
  • Basic calculus
  • Basic probablility

CURRICULUM

Day 1

MODULE 1: INTRODUCTION TO VBA PROGRAMMING

  • The VBA IDE
  • Writing a simple function
  • Variables, data types and constants
  • Subroutines and functions
  • Built-in functions and statements
  • Program control statements
  • Application: A Black-Scholes-Merton option pricer

MODULE 2: ARRAYS IN VBA

  • Declaring arrays
  • Dynamic arrays
  • Resizing an array
  • Arrays as inputs
  • Arrays as outputs
  • Application: A Cholesky decomposition function

MODULE 3: (SLIGHTLY) MORE ADVANCED VBA TOPICS

  • Benefits of explicit variable declaration
  • Variable scope: Public, Private and Local
  • Error handling
  • Debugging code
  • Reading files
  • The Excel object model

WHAT YOU'LL LEARN

  • Become a proficient VBA programmer
  • Learn how to write readable and re-usable VBA code
  • Develop paractically useful financial applications including an option pricer

Who should attend

  • Risk managers
  • traders
  • desk quants
  • research analysts
  • regulators
  • aspiring financial engineers and anyone seeking to develop VBA programming skills.
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