Introduction to Programming for Finance

New York Institute of Finance

New York Institute of Finance

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Who should attend

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

About the course

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

Introduction to Programming for Finance at New York Institute of Finance

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Disclaimer

Coursalytics is an independent platform to find, compare, and book executive courses. Coursalytics is not endorsed by, sponsored by, or otherwise affiliated with any business school or university.

Full disclaimer.

Because of COVID-19, many providers are cancelling or postponing in-person programs or providing online participation options.

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